Vanity Fair article about Mad Men.
What's helpful, I think, about Mad Men's writing is that the episodes are often unified by a theme. I think the theme or episode 3.1 might be "being someone other than yourself"-- Don, of course; but also Sal, the self-denying closeted gay man; and Hooker, the "assistant" who says he's certainly NOT a secretary and takes over an office (only to be slapped down by his boss). Don actually voices this, as a veiled bit of advice to Sal-- "Limit your exposure." You cannot be yourself in this world. (Connects of course with the whole ad agency thing.)
How does this help them select events? Well, everything is presented with that filter. The office manager Joan, who is Ms. Efficient in the office, meets Peggy in the elevator early one morning, and Peggy starts complaining about her secretary (Peggy used to be a secretary, and is trying to distance herself from that). Joan snaps, "I'm not at work yet." That is, I'm not that person yet, the one who has to care about your secretarial problems. (Now I'm thinking that Joan set up the male assistant by giving him the office, kind of leading him into getting above himself, so that the boss can put him back in his place. Efficient Joan, recognizing his superior status and rewarding it with an office-- so that he can be humiliated... see, she's using his self-delusion by pretending to be properly respectful of him.)
There's also the prop of Don's valise, which is broken. This lets him use a suitcase that has his brother-in-law's name on it, and the stewardess calls him by that name, and he goes along with it and gets her into bed under that false name. When he gets home, his daughter comes clean and confesses to breaking his valise in the hope he won't leave home to go on the trip. Restored now to her parents' love, she lies with them and asks about the night she was born, and they start to tell her about that night. (This is a close to the frame that started the episode, where Don remembers, or envisions, his prostitute mother giving birth to him in agony-- she dies during the delivery-- and anger.) Betty (the wife) smiles as she tells the little girl that Don brought her the stuffed Eeyore that was the baby's first toy.
So the episode is about imposters... but it ends with the child's honesty and her parents' true story of her birth. (Don only invents the "memory" of his birth-- he of course can't remember it, and it's presented as a play he's watching.)
"Limit your exposure" -- well, Don is forgetting his own advice. He's exposing himself, making promises ("I'll always come home") he shouldn't want to keep, finding meaning in life when he knows there isn't any.