Okay, this post will seriously make no sense if you haven't watched the episode, because it's not a recap, it is just some things that are bugging me. So seriously, if you haven't watched it, GO AWAY AND WATCH IT NOW.
SPOILERS, I TELL YOU!
I knew going into the episode what was going to happen. BUT here's the weird thing. The episode is not written by Steven Moffat. Moffat is big about writing the pivotal episodes himself, and it seems quite weird to me that he would hand off a character death episode to another writer. He's co-written several episodes over the past two seasons, so it's not even like he would have had to write the whole episode himself. I just can't believe that he would be so busy doing other things that he would hand off Clara's last episode to someone else.
Secondly, to kill her off not in a finale (midseason or end of season) is weirdly anticlimatic for the longest running companion of NewWho.
The other issue still at stake is Orson Pink, time traveler, who is very clearly set up to be the descendant of Clara and Danny. If this is not explained before season 9 is ended, I shall be very, very ticked off (and I know I'm not alone in this).
Clara will be gone before Christmas. That's clear. But is she already out of the picture for good? Will there be any further appearances from her in the next two episodes? She doesn't even have to come back to life - it could be the Doctor popping back into her timeline to say 'goodbye' in a different way. Or her appearing in an afterlife vision the way River did. There are a lot of ways we could still see Clara again in the finale, and it really seems that we ought to get another glimpse of her before dropping the curtain forever.
I'm weirdly not sad about the death. I mean, it is time, for sure, but her dying would have been sadder if she a) hadn't died so many times before (I was far sadder the first two times even though I knew she was coming back) or b) was leaving anyone besides the Doctor behind (Capaldi has grown on me so much this year, but his face doesn't tug at my heartstrings the way Tennant's and Smiths did). She had no family, and she was essentially going to join Danny. Which, if you think about it, is why her dying is almost less sad than her being banned from ever seeing the Doctor again. She'd made him her only reason for living - something the Doctor pointed out over and over again in season 9.
Sadness - not getting more Doctor/Baby interaction
Happiness - Torchwood reference! (Retcon)
Intrigue - More Ashildr!
Questions - What the heck is going to happen next week??? Confession dial? Where is the Doctor? Who was blackmailing Ashildr? AHHHH!