Oh blimey. How good was that? We’ve been salivating at the thought of what Steven Moffat could do with a finale two-parter since he first got the top job on Doctor Who. The answer? “A lot”.

What's more, it took no time at all for him to get going. For remember when, at the end of series three of the revived Doctor Who, Russell T Davies pulled a twist that suddenly made an episode earlier in the series relevant (The Lazarus Experiment, in that case), in the kind of move that made you appreciate – whether you liked how he did it or not – that he’d be plotting everything all along?

Well, Steven Moffat did that too. The difference? He managed to throw fresh light on at least three different stories even before the credits had rolled, as he joined some of the less obvious dots that have been bubbling under the surface. Bluntly, if you've been following the cracks in time, you've been looking in the wrong place.

The haunting opening scenes of Van Gogh were, to an extent, the moments we never got to see in Vincent And The Doctor, as Van Gogh is gripped by his depression, as he faces his darkest days (and, as it turned out, a premonition).

Then? It’s back to the Cabinet War rooms, as Bracewell examines one of Van Gogh’s paintings, then through Winston Churchill passes it to River Song. Cue River Song doing a bit of a Poison Ivy kiss, then turning into Cleopatra, all to present that Van Gogh premonition painting – with date and map references – of the Tardis exploding.

And only then were we allowed the opening credits. We could barely get our breath, and felt like breaking into spontaneous applause on the spot. But it was just the sign of what was to come.

Post those credits, we get confirmation of what the Pandorica we’ve been teased with is – namely, the device to hold the most feared and dangerous thing in the Universe. It didn’t take a big guessing game – even if you hadn’t seen the spoilers all week – to guess that that’d end up involving the Doctor at some point. But we were still some way away from getting that confirmed.

Instead, Moffat then focused on upping the ante. And he did this significantly, by throwing pretty much everything he could find at the Doctor (demonstrating why he'd been saving his special effects budget up in the process).

The setting for most of the action was Stonehenge, where the Doctor quickly discovers the Pandorica. And on the way to it (and the transmitters around it), there’s a loose Cyberman arm and helmet on the floor.

It’s testament to the skill of Steven Moffat again that he makes those single pieces of Cyberman far more threatening than we’ve seen the men of steel in a long, long time. Even accepting the loose Cyberman arm has the shooting skills of a stormtrooper (and we got bits of an Empire Strikes Back vibe from a few bits of the episode), the Medusa-esque head going for Amy was really, really well done.

But it’s not just the Cybermen the Doctor has to fear. A collection of many of his foes (and yay for the namecheck of the Zygons) are orbiting the Earth, allowing Matt Smith to brilliantly deliver another speech along the lines of the ending of The Eleventh Hour (a brilliant scene it was too). That’ll buy me half an hour, he concludes. He was pretty much bang on, too, as he continued to excel in the show's lead role.

With River Song urging him to run, and wisely noting that all good wizards in fairy tales tend to end up being the Doctor, we learn that the Pandorica is beginning to open, and that it should be ready for two minutes before the credits roll. “Everything that ever hated you is coming here tonight,” says River Song. The clue to the dark, dark cliffhanger is laid there right for you.

In then comes some help, this time in the shape of some Romans (the latest throwback to the William Hartnell era, perhaps?) that River Song has managed to recruit. And wouldn’t you know it, one of them happens to be Rory.

This is no easy resurrection here, though. Even though any seasoned Doctor Who fan has been predicting his return, this Rory did die, and all he can remember is instantly becoming a Roman, with Roman things in his head. This is not the comeback we were expecting.

But it is one that gives Steven Moffat his other main thread of the episode. For Amy and Rory come face to face with one another, and the latter tries to get the former to remember who he is.

And yet, we learn there’s more to Amy than we first realised. In fact, dig out that DVD of The Eleventh Hour, and you’ll see lots of clues to The Pandorica Opens sat in her house. A book on the Romans, full of people who look exactly like those helping the Doctor. The Pandora’s Box book, too. Just the sheer emptiness of the house, as well. When River Song discovers these, she soon puts the dots together, works out that it's all a trap, and appreciates that the fit is very much hitting the shan.

It’s only at this point, as the episode was continually throwing developments and important pieces of dialogue at us that we sat back and remembered that this is Saturday evening television. This is what Stephen Fry was underselling as children’s television earlier this week. Heck Stephen, if this is what the kids get, then we’re off to watch the Disney Channel as soon as this review is live.

Because there was still more to come. Out of nowhere, the Romans all turned into Autons – seen for the first time since Rose, back in 2005 – and that included Rory. This led to yet another shock moment: just as Amy remembered who Rory was, Rory couldn’t stop himself shooting her. A full-on Doctor Who assistant getting shot and killed by a monster? Even Adric didn't suffer that. Again, it's not going out on much of a limb to suggest that there may be a reset switch in this somewhere that’ll see people coming back to life. But that’s two main characters that have been killed at some point in the show this series, and there was still room for The Pandorica Opens to get even darker.

For eventually, the box of the title opened up, and its true purpose became clear. This wasn’t a case of a prison with nobody in it. This was a case of a prison devised for the Doctor, the person that the alliance of assorted villains and monsters (a wonderfully-realised union, albeit one that's bound to be a bit fractious) had concluded was responsible for the destruction of the universe. And the last we see of him, he was being led off to the one prison that he surely can’t easily escape. No big loud music fanfare here: it's the Doctor, locked in a box, facing silence.

And still there were more questions. Did we get, for instance, a mighty, mighty hint that River Song is the Doctor at the end there? It’s been a popular theory for a while, but it may just be true. After all, we’re told only the Doctor can fly the Tardis, and yet earlier in the episode, River has been darting around the console with ease. It’d tie together some of the Valeyard theories, and explain River’s ongoing quest to avoid spoilers.

Also, just what’s going to happen to the Tardis? That’s due to explode and everything’s due to end on the 26th June – next Saturday, of course – and while we’ve been reminded that everything can come back if it’s remembered, it’s going to take something sizeable to dig everyone out of this one.

And then there's the big question: can Steven Moffat possibly top this? We're used, with Doctor Who, to having great set-ups for finale two-parters now, only for the back end of the story to struggle to measure up. Can Mr Moffat break that curse? The signs, you have to say, are very good indeed.

Still, it goes without saying that we’re hoping the deus ex machine reset device that dug the Doctor out of a hole in series three is studiously avoided. But then it’s hardly been Steven Moffat’s style anyway.

What has been though is delivering often deep, dark and utterly compelling episodes of Doctor Who. With The Pandorica Opens, he’s not only managed that again, but he’s ensured a solid week of theorising before the final episode of the series – The Big Bang – ties things up next week. He's raised the stakes signficantly, and we simply can't wait to see how it all pays off in seven days' time. Because, for our money, The Pandorica Opens was as ambitious and brilliant as we could have hoped for.