This is the only episode in which River does not speak. She had lines in the original shooting script, but they were cut before the episode made it to air.
Jayne's favorite gun, Vera, is actually a highly modified Saiga-12 shotgun. The prop gun was custom built by gunsmiths Larry Zanoff and Jim Boland for the film Showtime (2002) before being used on Firefly (2002). Jayne also carries Vera in War Stories (2002), but notably does not fire it on camera.
The supposedly biblical quote Saffron uses in her seduction of Mal does not appear in the Bible. She may have fabricated it assuming Mal would not know the difference.
Episode #6 in the "Joss Whedon Intended Timeline" for "Firefly" and NOT episode #3 as Fox dictated the episodes were to be run.
On Netflix, the DVD collection and the BluRay collection this is episode 6 not 3.