At the end of the previous episode, the AIMS Team had done something they had never done before: caught something in one of their elaborate traps. Granted, it wasn't a Bigfoot. In fact, it was just some guy in a black cloak, carrying a torch through the woods.
But the guy must have been David Copperfield, because by the time they got to the trap, all that was there was the torch. The cloaked figure had apparently tossed out some Floo Powder and apparated on them. They open the trap and test the floor, which crumbles at the slightest pressure, which tells them this cloaked figure doesn't touch the ground when he walks.
Confused, bewildered, and bumfuzzled, the team decides to get some advice from Merlin.. or rather, what we get is...