This is the first time Harry Morgan appears talking to Dexter at Dexter's current age. Harry is no longer just in flashbacks. Dexter starts to have conversations with him in his mind.
The names Dexter considers (Charles, Phillip, and Richard) while thinking of possible names for his child are all serial killers. Charles Manson, Phillip Jablonski, Richard Ramirez, and of course Dexter Jr.
When Dexter muses about children and their future, and contemplates that they might even become "President of the USA", a boy is shown picking his nose. That is a jab at George W. Bush, who was up until then widely thought of as comically unqualified for office and the worst conceivable US president of all times.