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I've been theorizing with some friends regarding Mary. We see her full name in the S3E2 on the wedding invites as MARY ELIZABETH MORSTAN. I noticed that this anagrammed out to HAZEL STEBMAN MORIARTY.
Some of us wondered if this meant she might be a Moriarty sibling, while a more interesting prospect brought up is that she's actually the real Moriarty, and that Jim was just another puppet -- that it was "Mary" on the phone with him in S2E1, not Irene, that made him not pull the trigger on Sherlock.
That Sherlock found the identity of Mary Elizabeth Morstan as a stillborn identity available to be stolen could have been "faked antique" information, just as Jim Moriarty has a past, verifiable history as a television actor. And with Sherlock off on a six-month-long execution, the games would be over, causing "Mary" to create a new situation requiring his recall.
Thoughts?
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I've heard this theory before. I've also read theories that Janine may also be the real Moriarty, or Moriarty's sister. I think there's more to Moriarty's return than simply shooting himself in the head and surviving. I think someone else is orchestrating it, but not quite sure who or why. I can't wait to see the explination.