Rewatching this Episode was the best decision Ive Made in quite some time. 
Ive Finished the Episode Like 2 hours ago and I wanna be completly honest: I was majorly disappointed. Those First 10 minutes gave me such a surreal Feeling that never really went away for the Rest of the Episode. By that I was Not able to fully appreciate anything that comes after the Opening. 
I was so shocked and I Said to myself that there is No fucking way you think this is overrated. I took a little Break and decided to rewatch the entire thing a few minutes after. 

And I dont think there will ever be anything quite Like this Show ever again. The Level of Character Writing this Episode Brings to the table is honestly the best Ive ever encountered. 
The Opening left me so fucking speechless. I couldnt believe what I Just saw. 
Tony Soprano is one of the Most terrifying Characters ever Put to Screen. The Look on Tonys Face while He suffocates Christopher to death is one of the scariest Things Ive ever Seen. On First watch, this was where the Episode lost me. I think I Just wasnt really able to process what really happened. Im Not gonna sit Here and deny that Chrissy is a terrible Person. But Im also Not gonna deny (as fucked Up as it might Sound) that a Part of me died with him. I fucking adored His Character so much. Seeing him being killed Off Like that was too much to handle for me on First watch. 
What follows after These Events might Just be the best Character Study ever put on Television. 
After the Events of "Mayham" we meet a Version of Tony that we've never quite Seen in the Show thus far. Tonys Ways of thinking truly seem to Change. For all this time He tried to Change but Always failed. After encountering Kevin Finnerty (or at least the personality of Kevin Finnerty), Tony finally seems to understand. It Sort of works as a wake Up call for Tony that he HAS to Change. He now lives by the saying "Every Day is a Gift". And He holds onto that believe of him being able to Change right till this Episode.
While it was quite obvious that Tony will never truly Change His ways of being throughout the Season to US as the Viewer, Tony never really stopped believing that He could.
Kennedy and Heidi is Not only proving the Viewer once again that Tony will never Change but this time its also Tony who comes to the realization that Hes Not supposed to Change. In the Episode we See Tonys Actions at the worst they have probably ever been. In Just one Episode Tony killed His own nephew, Cheats on Carmela, abuses drugs, damages the Environment and lastly ends Up bringing nothing but deep emptiness and sadness to His entire Family. 
However, all These Events are Not eventually what causes Tony to Accept His own Nature. 

After the News of Chrissys Death spread, Tony is Feeling anything but sorrow, which is excactly what His Family and everyone around him feel. We See this multiple Times and He even admits to Melfi that the grief and mourning thats sorrounding him is Not impacting him at all. If hes Feeling Something then it is Anger because of how annoying it gets for Tony to See everyone being sad.
To Make it short: Chrissys Death doesnt Impact Tony at all. He doesnt feel sad or is Feeling guilty. He feels nothing.

To escape the Environment that Tony is in, He makes His way to Vegas, where He meets Up with a Former Mistress of Chrissy. They sleep together, they do drugs together and Tony is pretty much at the worst (humanity wise) Hes ever been.
BUT (and thats a huge but) His life is still going well. High on drugs, Tony and the Woman Hes now with Go to the Casino together. Tony ends Up winning round after round. And thats where He Starts to realize. Hes still lucky. Hes still able to enjoy life. And Most importanly: He knows that His Actions are terrible and He is still Not getting punished for it, which when reflecting Back on His life has pretty much Always been the Case. Tony hasnt changed and His life as a mobster is still going well.
After the Casino Scene, we jump over to what might be my favourite Scene in the whole Show so far. Tony and the Woman are Out in the Desert. Thex watch the sunrise together. And Tony says those three words: "I get it"
While those words do leave quite some room for Interpretation I do believe that this is the final turning Point for Tony. Hes now aware that him trying to Change was never gonna happen. Hes accepting the fact that deep down He will Always be a monster with a terrible Nature that seems to destroy everything that gets in its way. Tony ACCEPTS that He will never be the same Person that He was in Mayham. He can See that, even tho His Actions were beyond terrible, the sun is still rising. His life is still going. He will never Change. Kevin Finnerty will never become real.

With "I GET IT" and "Kennedy and Heidi" the Sopranos completly Flips over one of the Most perfectly crafted Protagonists in Television History and solidifies itself once again as one of the Most remarkable Shows on Television. Gandolfini gave one of the best Performances in an Episode ever. 
After Putting more thought into it, I think this Episode is the best of the Show so far, beating LTP and by that is one of greatest Episodes in Television.
I havent excactly figured out where it ranks but I assume its around top 10 for now, maybe top 5.

Thank you for Reading, If You did.


Specials

Season 1