This is the first time Castiel and Jack interact with Jody in person.
This is the first time Jody has been to the Men of Letters' Bunker.
Radio Shed is a nod to the old American electronics chain Radio Shack.
The first scene inside Radio Shed is meant for them to be in Utah. Both cars outside have Utah license plates.
The line "This is a Radio Shed" is a play on the meme "This is a Wendy's".