When Steve notices the 2nd clue placed high up on a cloud, he's all frustrated. This was the second and last time he was like this. The first was Blue Is Frustrated.
This is the third time Steve wears his tan shoes.
This was the only episode that did not use fish in the Nick Jr. logo.
The main music of the series is muted during the opening scene where Steve asks the viewers to find Blue and throughout the closing credits. This is the only episode to not use any form of music in the credits, just a bunch of chimes and rain and thunder sounds heard from presumably right from the couch used in the last scene of this episode.
The reason Blue heard the storm before it even arrived is that dogs have much better hearing than humans do.