That episode was AWESOME! Wow! I loved it. Even if I didn't follow the entire storyline.
The main theme this episode was nightmares. Each of our main characters has their own nightmare, or bete noire. Tony's is vampires. (We also learn that Tony's father had a drinking problem.) Abby's is autopsies--she had a nightmare a month prior to this ep, and she hadn't gone into the autopsy since then. Kate said she didn't have nightmares. However, after this episode, I suspect she will.
Now, Gibbs... they didn't say it outright, but I believe Gibbs' fear is of the unknown. Actually, more like not knowing what he should know, or not knowing more than his subordinates.
The Tony/Kate shippers are probably about to wet themselves. At the end of the episode, Tony asks Kate if she thinks she's suffering from Stockholm Syndrome. She replies, "You can't identify with your captor in an hour."
"Oh, I don't know. Maybe it's like fallin' in love. It can happen," he snaps, "like that." He gives her this look, too.
Goddamn it. Now I'm going to have to write a Tony/Kate ep reaction.