Great ending to a fine first season. However, there is one story-line that really baffled me. Yes, you've guessed it correctly.. Peggy's pregnancy. How could she not know, for nine bloody months, that she's pregnant? I mean, yeah, Peggy's not the slimmest of the bunch, but still, she felt nothing? It was really baffling how this story-line just came out of the blue. It is really baffling.