Despite the larger historical issues of 1966 like the Vietnam War and racial riots already creating a stormy social climate, things really got dark in the Mad Men universe with the news of a smaller one: a psychotic mass murderer who tortured, raped and killed a group of student nurses at their dormitory. It signified the end of an era in which you could be trusting enough to open your front door without knowing who was standing on the other side of it, which just so happens to be the concept of the board game after which this episode was named: "Mystery Date."
The theme here definitely seemed to be "horror" in different manifestations. First, we're treated to the idea of horror as entertainment, when Peggy's friend Joyce brings by some unpublishable images of the Chicago nurse massacre — that she'd gotten her hands on at her job at Life magazine — so that the creative team at SCDP could gawk over them. Ginsberg is the only one of them that points out how sick their giddy interest in such a terrible tragedy is.
And speaking of sick, Don has some kind of flu. Megan kept her distance from his hacking in the elevator on the way up to work, which had left just enough space for a chance meeting with an old friend (with whom he'd cheated on Betty) to get awkward. The couple later got in a spat about his past as a philanderer, with Megan rightly pointing out, "That kind of careless appetite — you can't blame that on Betty." Don goes home early from work and then has a fever dream in which he answers his door to find Andrea (his Mystery Date!), the woman he'd run into on the elevator. That old sexual appetite takes over and he has sex with her, but with the seeds of guilt already planted in his head, he also strangles her to death and shoves her under the bed. (Ironically, the only woman who lived to tell about the Chicago nurse massacre survived by hiding under the bed.) So was this how Don metaphorically overcame that "careless appetite"? Or was he just stuffing his demons away under the bed, where all scary monsters live? Will they eventually resurface to haunt his marriage?
Peggy was also scared. Working late — after good ol' Billfold Sterling payed her a large sum of money to not only work overtime for him, but lie about it — she got scared when she heard something go bump in the night in the supposedly empty office. With the Chicago nurse massacre still on her mind, she looks terrified as she cautiously walks through the halls, looking for the source of the noise. Like a scene out of a horror movie, she slowly turns the knob on the door to Don's office and then throws it open. Behind it she finds her Mystery Date: Don's new secretary Dawn. Having worked late herself, Dawn has no safe way of getting home as she knew that a cab wouldn't bring her back to Harlem, and due to the riots in Chicago, her brother has forbade her to take the subway (which, riots or no, was a much dicier endeavor back in the day).
Peggy invites Dawn to spend the night at her house, where the two start to bond over being minorities in the office (Dawn as the only black employee and Peggy as the only female copywriter, well, at least, until Megan came along). Peggy says, "I know we're not in the same situation, but I was the only one like me there for a really long time. I know it's hard." And she insists that they have to "stick together." Peggy then goes off on how she tries to act like a man to survive at her job, but she's starting to realize that she doesn't really want to. But the feel-good vibes between them are basically eradicated when Peggy overtly eyes her purse before going to bed, the implication being that she wonders if Dawn would steal her newly-acquired wad of cash. She cleaned up some empty beer bottles instead, but obviously left Dawn with the distinct feeling that even though Peggy is nice to her, ultimately, she still sees her as "different." Ironically, this mirrors how the men at the office think of Peggy. And she was just saying how she doesn't want to act like a man! The difference is that Peggy seems to realize her mistake the next morning when she awakes to an empty apartment and a note from Dawn. She feels bad and this was probably a teachable moment for her.
Meanwhile, Sally is trapped in the Francis haunted house with her step-grandmother Pauline, who is watching the kids while Betty and Henry are away. Pauline tries to instill some discipline in Sally, who isn't used to rules, since her mother never really cared enough to establish any consistent ones. Pauline, who clearly doesn't like Betty or her parenting choices (but apparently shares her love of Bugles), thinks she's a good influence on Sally by restricting her use of the television and making her finish her lunch. But she's actually way worse than Betty, if that's even possible. She tells Sally two terrifying stories: The first as her fond recollection of how her father used to beat her, unprovoked. The second is when she artfully performs a vivid retelling of the Chicago nurse rapes and murders, spooky campfire style, replete with a large knife prop. And then, yet again, she pushes pharmies on the women of the family by giving a little girl a Seconal. The next day when Betty and Henry come home, Pauline is still out cold from her pills while baby Gene is milling around in just a diaper. Sally, desperate for the safety and comfort she didn't get from Pauline, has taken refuge under the couch, remembering it's what kept that one student nurse alive.
And then there's Joan, whose doorbell rings. She enthusiastically answers to find her husband, home for a 10-day break. She throws her arms around him, they share a kiss, and then he visits with his son for the first time ever for about 30 seconds before Joan's mom, Gail, takes the baby for a long walk to give the couple time to have sex. Gail is very invested in this marriage working out, since it's been implied that her own marriage to Joan's father had failed. Gail has the kind of jaded, know-it-all, chess master approach to dealing with men that Joan used to exhibit back when she was a single, head secretary at Sterling Cooper. But Joan is different now. Over the course of the series, we've seen her character evolve from someone who viewed having a job as something you do before you get married to someone who views her job as a career, acknowledging that it provides pride and personal fulfillment — something that she'd no doubt been raised to believe could only be provided by raising a family. Still, she's managing to "have it all" — a husband, a child, a career — before that was even a concept for women to contemplate (and beat themselves up about). So she doesn't want to hear her mother's advice about how she should handle her husband's return from Vietnam, telling her, "Stop talking about men in general when I know it's all about Daddy."
And in that, we kind of get a glimpse into Joan's relationships with men. Molded by her mother in her father's absence, Joan has daddy issues (which would explain her complicated feelings for the silver fox Roger Sterling), and with her mother spending so much time with her — constantly reinforcing this notion that it is very important to have a man in one's life — those issues were bound to bubble to the surface, and they did in a satisfyingly cathartic way.
Greg tells Joan that he's returning to Vietnam for another year, voluntarily. He says he feels needed there, despite the wife and newborn he has at home. Even though Greg's a handsome doctor, and on paper it looks like Joan really won the jackpot, in her game of Mystery Date, she actually got the dud. He won't discuss his decision with her, and her opinion apparently doesn't matter to him. He's going back and that's "an order," bringing back memories of that time he'd raped her. Back then, she thought that was just something you just put up with to keep a man around. But now she realizes that she's actually been doing just fine on her own since Greg left for Vietnam. And actually, she was fine before that when she was single. And she was fine before that when she was raised without a father. So she kicks Greg out after having the epiphany that she doesn't need a man. The only problem is, now she has to raise one. And that's a really scary prospect.