That's the issue with the 3 episode formula they have, there's not enough time to develop certain aspects of the story (Mary's past, Magnussen in general)...
Then the final bit was done so poorly as a cliffhanger... They shouldn't have shown Moriaty until the post credits... Sure the rest of it could have been the same with all the TVs being taken over and stuff but to show him then and then after the credits was just stupid...
Still, it broke the fans...