The episode title is a reference to the naming standard used for kings of Westeros. The newly crowned King Tommen is now known formally as: King Tommen of the House Baratheon, First of His Name, King of the Andals and the First Men and Lord of the Seven Kingdoms.
In the book, the Second Sons do not capture even one single ship: all the ships which were in the harbors of Meereen either fled or were destroyed by Daenerys' troops. The three ships Daenerys had were taken apart at her command to build siege machines.
The introduction theme and map depiction animation of each episode of Game Of Thrones is now well known for depicting every "city/region" that takes place in said episode. However, The Eyrie's setting (and many revisited scenes crucial to the storyline) are seen in this episode, yet it is not represented in the opening credits.
The trivia items below may give away important plot points.
In the novel, the Night's Watch takes no punitive action against the mutineers at Craster's Keep, neither before nor after the Battle of Castle Black. Five of them are killed off-screen by Coldhands, the mysterious person who escorts Bran and his companions. It is unknown what becomes of the remaining mutineers and Craster's wives. The mutineers never come into contact with Jon or with Bran and his companions.
In the novels, Lysa blurts out the truth about killing her husband and sending the false letter to Catelyn in the presence of Sansa and a singer named Marillion. Littlefinger feels uncomfortable that she reveals such dangerous information and tries to shush her, but in vain.