The book Syd is reading as a teenager is "The Ring of Brightest Angels Around Heaven", by Rick Moody, a collection of stories about loneliness. It obviously resonates with how Syd feels.
Egon Schiele, whose work is shown in the gallery that Syd and David keep returning to, influenced "Legion" co-creator Bill Sienkiewicz.
The paintings shown are by Austrian, Vienna Secession artist Egon Schiele.
In this episode, the traditional "FX presents..." opening credits only appear at the end of the episode, about a minute before it ends.
Dan Stevens (David) tweeted that this was his favorite episode of the series