This episode is full of tantalizing mysteries. Why is the TARDIS being hauled away on a flatbed truck? Who is Bob Hall, and why is he so shifty in his dealings with The Doctor and Jamie? Who is Kennedy, and why is Bob Hall working for him? Who is Kennedy working for?
The one mystery that overtakes all of these, though, is that of Edward Waterfield. Why does he appear to be from the 19th century, has an antique dealership in 1966, but has a secret room in his office full of futuristic alien technology? The Doctor and Jamie are led along through the whole episode, uncovering clues and trying to stay a step ahead of whoever is setting a trap for them, but they, and the viewer, are always left guessing.
The final mystery of the episode is how the Daleks are involved in all of this. A Dalek finally makes its first appearance at the very end of the episode, but, in the middle of the fun listed above, it comes as quite a shock when it finally materializes out of nowhere to wipe out Kennedy. Never before in Doctor Who has an episode asked so many questions, answered so few, and made it as entertaining and enticing to watch as this one.