While last week's episode devoted some of its focus to having Clara witness the scale of the danger that she'll face as the Doctor's companion, "Cold War" is more about the immediacy of the danger.
This is the first episode that really puts her face to face with a deadly alien and it's also the first instance of her seeing death (off-screen, of course, but apparently horrific). It's also a straightforward standalone adventure that delivers in all the right areas simply by putting a bunch of characters, including a fearsome Ice Warrior, in a submarine and just letting them play off one another.
Opening in a Soviet submarine in 1983, the episode quickly introduces Captain Zhukov (played by Ser Davos Seaworth himself, Liam Cunningham) as he and his crew prepare for a potential nuclear scenario. Everything becomes much more tense, though, when they have to deal with an Ice Warrior and the arrival of the Doctor. I've only watched the revived Doctor Who so I've had no previous experience of this particular foe (the Ice Warriors last featured in 1974) but the depiction here shows them to be both compelling and formidable opponents.
I'm not sure that the way the episode's story is established, from the reason justifying the Ice Warrior's presence to the Doctor's ridiculous entrance, is particularly well executed. However, things get significantly better from there and it really benefits from its claustrophobic setting. A submarine is just a perfect environment for tension and everything about this episode's atmosphere contributes to its overall sense of sustained threat and uncertainty.
The manner in which events unfold is not especially complex, keeping everyone's motivations and objectives clear and understandable. The tensions of the story effectively reflect those of the Cold War, with the episode arriving at a conclusion involving the concept of mutually assured destruction. I'm sure many could see this coming, but the way it's pulled off is exciting and designed to keep us one the edge of our seats for as long as possible.
Characterisation is, unfortunately, fairly limited for all of the Russian characters. They are all, for some reason or another, a little difficult to take seriously as people that would be found aboard this particular submarine. Thankfully, this episode features some really great acting performances to compensate. Cunningham brings the captain to life very successfully, with Tobias Menzies providing a solid performance as Lieutenant Stepashin. Also, David Warner is something of a standout as Professor Grisenko, a scientist who appears to find Clara fascinating.
Speaking of Clara, I feel that we're provided with even more examples of Jenna-Louise Coleman's strengths in "Cold War" as the show builds on last week and develops her character further. She's calmer and more confident here, brave enough to attempt a conversation with the Ice Warrior alone but visibly afraid when she sees what it can do. It's important to make her a well-rounded character and this series is definitely taking steps in the right direction.
All things considered, this is probably the most engaging installment of the three that we've got in the second half of this series so far. Where both "The Bells of Saint John" and "The Rings of Akhaten" had weak plotting and inconsistencies with characters, this episode is able to provide the type of adventure that the show is known for. "Cold War" is a considerably more even episode throughout and I doubt it'll be as divisive as the other two, it's an episode that looks to classic Who ingredients to prove that this seventh series may yet have more up its sleeve.