Oliver says that he and Mari had an "animated adventure last year". This is the literal truth since most of the Arrow cast (along with The Flash (2014)'s Grant Gustin and Carlos Valdes) provided the voices for their characters in the animated Vixen (2015).
This is the first live action appearance of Vixen, following her introductory short animated series.
When Oliver is trying to explain why he hid William's existence from Felicity, she tells him he's the only person on the planet who considers the truth complicated. This is exactly the same thing she said when she found out about William, in the alternate timeline in Legends of Yesterday (2015).
In the comics, Vixen was originally a villain of Superman before becoming a member of the Justice League Detroit.