I've had a dream that there's been someone in the room but not grabbing my leg.
I thought it was obvious that Orson was Clara and Danny's GGrandson. Which means she's definitely going to marry Danny and have at least one child with him.
Not sure how the toy soldier works into everything... I thought that was a bit odd TBH. But I suspect it was a normal toy from the children's home and then Rupert remembered it, kept it (how? I suppose he could have snuck it from children's home to children's home - and through the army etc! - but surely you'd lose or break it) and passed it down to his son/daughter when they were scared about going to sleep and so on. Then I think the family chain ended when he gave it to Clara - I think he realised exactly who she was at that point.
I think that was a touch unnecessary though and unbelievable. It's more believable that Rupert had the toy, then lost it, then when he became an adult changed his name and chose Dan because he'd decided to join the army and become Dan the Soldier Man.
Perhaps that did happen - that he lost it - but then the Doctor somehow kept it all that time and so Clara reunites Danny with it later because she needs to prove something - I think she will tell him that she's a time traveller.
(Which then makes it stuck in some kind of loop with no clue as to how it got into the loop in the first place! It would go toy shop > children's home > Rupert > lost somewhere. But simultaneously it exist as: Given by adult Clara to adult Danny > passed down from father to son for 3 generations > from Orson to Clara > From Clara to the Doctor > In the TARDIS somewhere > Clara gives to adult Danny [repeat])
Unrelated point - when they first said Orson's name I thought his name was Awesome Pink and I thought it was another Dan from another universe who also hated the name Rupert. And decided to call himself Awesome. Obviously. That's logical 