So I honestly can’t believe I’ve never seen anyone talking about the art direction of this scene. If I’m repeating something, Ah,well. But I’ve honestly never seen it pointed out that this is the very first time we see Mary, and there are three important things here:
Mary reaches for John’s hand. John takes it, of course—he is used to being offered comfort for his loss, by now—but he is not reaching out to her for comfort in his sadness. She is inserting herself into his grief. Reflexively, he lets her.
We only see the back of her. It’s unusual to introduce a major protagonist any other way than by showing their face pretty much immediately. A major antagonist, however…a baddie…well, they often are introduced in a cloud of cigarette smoke, from a distance, in the shadows, as a mysterious voice on a phone, or in some other way that doesn’t tell us right away who they are. Our first glimpse of Mary gives us only the most vague information about her. Obviously a woman, obviously someone John is close to, as he holds her hand. Other than that…who is she? We don’t know.
Finally, it’s no mistake she is wearing a long, grey coat which flares slightly from the waist, and a blue scarf. But they are paler shades of those colours than Sherlock’s coat and scarf were, because Mary is but a pale imitation of the person we are used to seeing standing beside John Watson (even once, when they were handcuffed together, holding John Watson’s hand in a manner similar to what we see here). Her coat and scarf look cheap, “less than,” and her denim jeans are “less” than Sherlock Holmes’s designer trousers. Her dark hat is a visual echo of Sherlock’s dark hair. This whole shot is set up not only to remind us that Sherlock used to stand here at John Watson’s side, but also that This is some lesser, fake, replacement-Sherlock standing at John Watson’s side, and whether consciously or unconsciously, John has chosen a pale imitation indeed.