Finch is at the library drinking his morning coffee and calls Reese to see how he's doing. Reese is busy dealing with the husband of their current number, "convincing" him to give up his plan to kill his ex-wife. Once he knocks the husband out and takes his gun, Reese checks with Finch, who sends him an address for their new number...Read the full recap
Reese: You ever crave a more conventional life, Finch?
Finch: If by conventional, you mean a life without the numbers, it has crossed my mind.
Reese: Ever been on a stakeout, Finch?
Finch: No. Should I bring anything?
Reese: Warm clothes. Something to read. And an empty water bottle.
Reese: There are no bathrooms on a stakeout, Finch.
Reese: I know about your job. I know about the money, the lies. Yeah, I now what it's like to live inside a lie. I've lived there for so long it feels like there's no way out. But there always is.
Scott Powell: I could die. And--and the person who I love most in life would think that I'm nothing more than a killer. Do you have any idea what that feels like.
Reese: Actually, I do. Of course, in my case, it was true.
When Harold and Root are chatting at the end of the episode, we see Root's fingers typing the final message, saying "...Harold", showing us she knows his name.
The letters that we see Root's fingers typing include the S (twice) and and E at least, but that doesn't make any sense, since none of those letters are in her message.