It was great when they brought back the thing with the lights. We haven't really seen it that much since season 1 and it was an important detail, so I'm glad Nancy thought of that when they're in the house.
Maybe only Vecna is powerful enough to make the lights explode. I remember when it was the Demogorgon, the light just shone really bright until they suddenly turned off.
Another thing they brought back was the drawings. When Nancy assembled the pieces, it reminded me of Joyce with Will's drawings of the map in season 2.
This season has many references to earlier seasons, especially s1, and it's great.
Brenner being alive wasn't that shocking, in s2, that guy El tortured told her he could tell her where Brenner was. So since then, we all sort of predicted he'd be back later on. And when El lost her powers, there were theories of her having to seek his help to get them back. The weird loop/flashback scene made me so uneasy to watch... and the blond guy gave me the creeps from the first time we saw him...
Poor Eddie having to witness the horror of another kill... he can't catch a break...
Murray was so chaotic trying to take down Yuri. It's crazy how their situation just keeps getting worse... same for Hopper.
There was a hint about what killed the men so brutally in the Russian prison. It was the after credit scene from last episode of s3. Not sure if you remember it, but won't say anything to spoil it for you.