Not to jump on the bandwagon, but when I saw the picture of the boy and the dog, my first thought was - half-brother. Another ghost in Tony's closet. The end of the episode focused on Tony's face - the bubbling cauldron behind the eyes. Screwed up people usually come from screwed up parents. Its quite evident he had two.

You know the Sopranos have to end with Tony going nuts. This is just more psychological weight on our beloved Boss.