Via Neil Gaiman’s Journal: this message thread has some interesting speculations about the Marvel identities of various people in 1602, Issue 1. Most of them are obvious, though I’m ashamed to admit that I didn’t pick up on the Fantastic Four / Four Elements connection in Dr. Strange’s vision. Or that Murdock’s ship captain was in fact Foggy Nelson.
Most interesting speculation so far: Virginia Dare = Thor, i.e. his human vessel. (You have to scroll down the messages a bit to get to that one.) Fits with the whole weather control thing, and coming back from America as she is, dovetails with the whole Norse-settlement-of-America schtick that played prominently in American Gods.
Looking at all the references this way is fun, and even nudges up my estimation of the comic, albeit all on grounds of intertextual games and not loftier aesthetic accomplishments. (For more chitchat on such things, see the comments of this entry.)