RTD has always understood well that the Doctor’s greatest adversary is himself. Here, they basically took the entity from “Midnight” and expanded that idea just about as far as it could go, while also alluding to some lovely cosmic horror concepts from the classic series - namely the Great Vampires, said to be great shapeless beings from beyond the galaxy who could take any form they chose.

With the Doctor’s ominous comment about invoking superstition out here where all things are possible, I wonder if he is afraid that he just created the Vampires. They might have come anyway, but he just gave them their name, and their ties to old world Earth superstitions. It’s another chicken and egg thing.