It's not a cigarette, it's a vial that was hidden inside a hollowed-out cigarette.

She needs to steal Jesse's confession and send it to Skyler as a reconciliation gift.

Hodor-ho, hooooodoor. (pause)  hooooooooodorrrrrrr….

I thought the Talking Bad show Sunday night was funny, they had a plate of pancakes sitting on the coffee table for RJ Mitte. 

Just watched the Season 3 episode where Jesse snorts meth off of a CD right before the confrontation with the two gangsters that killed Andrea's brother.   Don't think the CD in this latest episode  is significant other than evidence of drug use, as noted by the other posters here…