Spoilers ahead! Starting off with what I didn't like - it was a bit saccharine in places. I suppose that's traditional for the Christmas specials, tho. But I could've done with a bit less of the instant adoration between the Doctor and Clara, and a bit less of the "saved by the power of a family crying on Christmas Eve". I'm sure the intended reaction wasn't quite as much eye-rolling as I was doing ;) Although to offset that there's the grim reality that the father & his two kids now have to remember two dead governesses in two years. Pretty traumatic for them, particularly as they liked this one!
The Doctor going into a sulk and living high above the clouds ignoring everything was also a bit eye-rolly, but I liked the fairytale imagery of the staircase up through the clouds so I'll forgive that :) And you could see that the Doctor might be intending to give up the world saving business, but he wasn't actually doing a good job of that in practice. Not just in the way he had to visibly hold himself back and talk himself out of investigating interesting things, but also because he chose to hang out in that time & place where he had 3 friends who might find interesting things for him to "not" investigate.
Loved that the Silurian & her wife were the models for Holmes & Watson. And the bit where the Silurian introduces them to the maid at the house where Clara is a governess made me giggle "I'm a lizard from the dawn of time, and this is my wife" - cue maid shrieking even more. Wasn't so keen on the one-word-answers-only interrogation of Clara, particularly as it seemed entirely intended to set up "pond" being the one word summary of the situation guaranteed to get the Doctor to investigate which was a cheap shot I thought. Wrong sort of "pond" to get the reaction it does, and everyone knows it including the Doctor. But see later for why it's maybe not that bad.
Strax the alien valet was also funny, in a good way, with the mix of the appropriate and inappropriate reactions to every situation. And the scene where they set up the mindworm mcguffin was well done. Funny, gave a decent reason why the Doctor didn't wipe Clara's mind & introduced the mindworm for later. Which wasn't used the way I'd expected - I'd somehow assumed that given the memory of the snow was the issue then the mindworm would be thrown into the snowglobe, not bite the man who'd inadvertently created it. As villains go he fit the sort of Victorian storybook feel that this had, and was suitably sinister.
The puzzle of Clara Oswin Oswald is interesting. She dies the first time we see her in the future (and in her dying, saves the Doctor). She dies this time in the past too (and as she's dying, saves the Doctor). She's still got all the intelligence this time round, and seems to be resourceful & capable of having adventures of her own. She also has at least some of the memories of Oswin (i.e. souffles, and her final words to the Doctor being the same). But I wasn't sure if she consciously knew or not - if she did consciously know then that makes the "pond" thing a little less irritating, because at least she's chosen to say that word knowing the significance. If she doesn't know, then is she constructed as bait for the Doctor? If you want to entrap the Doctor, she's pretty much the best way to lure him in. But I don't really want to speculate too much coz getting too involved in what the season long mystery might be is normally a good way of not quite enjoying what it turns out to be. I don't tend to think Moffat's finales are as clever as he thinks they are ;)
The third Clara/Oswin/Whatever that we get a glimpse of right at the end looks like a present-day-ish version & she "doesn't believe in ghosts" which makes me think of "the ghost of Christmas past" etc. That's probably a random tangent though.