To those of you who guessed that the Mystery Woman is actually Jenna Louise Coleman, congratulations, you win a cigar.
To those of you who guessed that said Mystery Woman dies in her first appearance, you're either a big fat liar and if not can I please have next week's winning Lottery numbers.
Told you so!
Technically she did die- turned into a Dalek and then blown up with the rest of the planet...
Not necessarily.
Suppose Oswin's Dalek casing has the same teleport abilities as the Cult of Skaro. Oswin, because she's wired into the Dalek computer net, knows where the Doctor is teleporting to. She knows when the shields are going down because she has to shut them off. She's powered up, so she could have enough energy to make a teleport of her own to the TARDIS. Then it's a question of what the TARDIS would do with a Dalek. Drop her in a Zero Room, maybe?