The bolded part is what bothers me, though. When they were all at the bar for Pete's bachelor party, one of the girls says what she likes about the place is all the men, and Sal says "I know what you mean." How in the world does a comment like that just go over everyone's head? He wasn't whispering, either, so it didn't seem like he was trying hide the thought from anyone. I hope this hamfisted writing was more a product of this being like a pilot episode where things start to find their footing later on.
I remember when Melrose Place came on and they had a gay character, only his friends were in on it as well, and the show then still dealt with the stigma of being gay in mainstream society, and with more finesse than what I saw in this episode of Mad Men. And Melrose Place was not known for its brilliant writing. I'm going to stick with it, but I'm hoping this is just a bit of an overcorrection.
FWIW, even if I hadn't seen any clips of the show beforehand, it was pretty clear from the 'hints' they were dropping--"my neighbor posed for this drawing, he always looks so relaxed", as well as his less than masculine body language--that he was gay. After that, the question to me would have been how far in the closet was he going to be, and if/how/when he was going to come out. I'm getting a hint of self-denial on his part, though, so there's plenty of room for honest inner conflict, which will be a refreshing change from how we see gay characters now, which is they receive almost complete support from everyone around them and anyone who doesn't accept them is put in their place. I say all of this just from a storytelling perspective, not from any personal feelings on the subject.
As for Peggy and Pete, for what little we've learned so far in just one episode, their tryst seems like a real left turn, and I will have to trust that it gets straightened out as the story unfolds, but right now it almost feels too out of place for what was established. I guess it's possible she was stinging from Don spurning her, but TBH that was kind of weird to me as well: was she actually 'coming on' to Don when she thanked him for defending her to Pete? If so, it wasn't convincing enough to me, but I'm bad at reading situations anyway, so whatever.
When the lockdown started and HBO was free on Prime for a month, I binge watched The Sopranos, having never seen it before. While Pine Barrens isn't considered the greatest episode of the series, it was at the top for me.