Howling:What's in the bed under the covers?
So, in Listen, there's a huge walking McGuffin under the covers. It's out of focus in the corner of one shot, but it's there, and it did move the covers in front of everyone's eyes. While the end of the story explains how the Doctor had the dream, and that his search was prompted by Clara's grabbing his leg, nothing explains what was really in the room in the orphanage.
On a side note, the idea of "Listen" seems to recall the theme of "Silence," and the Doctor does explicitly mention the "silence at the end of the universe." Could the Silent enemies of the previous few seasons themselves have been a McGuffin, with the real "Silence" to be explained in the current arc, related to the "silence at the end of the universe?"