Things of note that are worth thinking about (especially since apparently everyone has missed a clue as to how Sherlock can still be alive):
-Sherlock gets the paramedics to call Watson to tell him that Mrs. Hudson has been shot. He does this to get Watson out of the area so that Sherlock is able to meet with Jim Moriarty alone. Obviously, it wasn't really the paramedics and Mrs. Hudson wasn't really shot, so who helped him coordinate this? Was it Molly? Was that what he needed from her?
-Sherlock specifically chooses the rooftop of a hospital for his potential suicide (this is assuming he knows from the beginning that he'll have to commit fake suicide, which raises other questions- at what point in the episode is he aware he will have to fake his death?). He's the one to tell Moriarty 'Come and play. Bart's Hospital rooftop. SH. P.S. Got something of yours that you might want back.'
-When it comes to the 'Got something of yours that you might want back,' is that simply the code that doesn't actually exist, or could it have to do with the fact that the little girl screamed? Is it the 'fake Sherlock' or the Sherlock mask/ whatever it was that Moriarty showed the girl to make her scream that Holmes is actually alluding to here?
-Why does Sherlock ask for the moment of privacy and then laugh? He clearly doesn't really need a moment of privacy unless he does something during that moment to prepare for his fake death.
-Why does Sherlock start out by falling backwards but then propels himself forwards? Is the falling backwards bit important?
-Sherlock's goodbye note to John is totally out of character. Sherlock doesn't believe in goodbye notes. (It also echoes their first case together 'A Study in Pink' where only one character leaves a note, it says 'Rache' which the police misunderstand as 'Revenge' which really alludes to 'Rachel' and it's the password to her phone.) The note to me seemed to be Sherlock trying to tell Watson something else (which is why at first I thought there might actually be a code to break). Here's what he says to Watson:
'John, turn around and walk back to where you came from. Just
do as I ask. Please. Stop there. Okay
look up- I’m on the rooftop. I I I can’t come down so we’ll just have to do it
like this. An apology. It’s all true. Everything they said about me. I invented
Moriarty. I’m a fake. The newspapers were right all along. I want you to tell
Lestrade, I want you to tell Mrs. Hudson and Molly, in fact tell anyone who
will listen to you that I created Moriarty for my own purposes. Nobody could be
that clever. I researched you. Before we met, I discovered everything that I
could to impress you. It’s a trick – just a magic trick. No, stay exactly where
you are. Don’t move. Keep your eyes fixed on me. Please, will you do this for
me? This phone call – is- it’s my note. It’s what people do, don’t they? Leave
a note? Goodbye John.'
To me, what the note is actually meant to be conveying (rather than what he's saying) is that Holmes' death is 'a trick-just a magic trick.' The 'please, will you do this for me?' is that Watson should not come looking for him. And the fact that he's giving Watson a note at all is as a lead (just like the note in their first case was a lead) so that all should not be lost. Even the 'Goodbye John' reminds me of the 'Goodbye Mr. Holmes' with which Irene concludes her texts to Holmes, and of course she's still alive (although Watson wouldn't be aware of that). Of course, Watson doesn't understand any of the information that Holmes is trying to give him (at least not yet) which is why he's still all torn up about the death.