Originally Posted by
eschatological
Well, the whole episode set up this "What is my identity?" sort of theme. Bill thinks in a single mode: she can't imagine just being a Cyberman - if she's not her, she doesn't want to live. The Master is kind of immature, wondering why he'd become a woman, implying he's getting hard being with Missy, questioning why she wouldn't remember becoming a woman - to which Missy responds, "Oh, is that what I am? A woman?" Missy is supposed to be the "evolved" version of The Master. Still bad, but working on it. The Master even says at one point, "Is this the future? All girls?" and the Doctor replies, "We can only hope."
The whole impetus of the Doctor not wanting to regenerate, where he'd rather die (he blows up the whole floor saying "Let it go," is because he doesn't want to be so fractured - his identity scattered across 12 different, complete persons. He's lived all the lives a normal Timelord should have - maybe it's always been 11 regenerations for a reason, because after 11, no one, not even the Timelords, can deal with the utter fractioning of self. In many ways, it draws parallels to Voldemort and his Horcruxes, where he shatters his soul so much he cannot be human any more.