Wednesday has a bat wing style of umbrella similar to those of drawn by Edward Gorey.
The title, as with all the others except the first is a pun. In this case, it's based on the original source of Wednesday's name ("Wednesday's child is full of woe"), combined with the common phrase, especially utilized as the title of the 1972 song "If You Don't Know Me by Now" written by Kenny Gamble and Leon Huff, and a top ten hit for both Harold Melvin & the Blue Notes (1972) and Simply Red (1989).
The picture that the safe is behind is of "Ignatius Itt, Supreme Shade, 1825-1850", is an obvious reference to a family member common in the 60s TV series, but who hasn't been seen yet in Wednesday: Cousin Itt... Possibly a descendant of Ignatius, particularly as there is a "resemblance" to the picture.
In the early part of this episode, you can hear an Erik Satie piece in the background, as part of the score.
Thing makes Wednesday pinky swear.