As always.....***SPOILER ALERT***
One of the prevailing themes of "The Abominable Bride" is women, specifically those whom Sherlock has wronged or in some way disappointed. It bears repeating that this episode takes place almost exclusively in Sherlock's mind. Therefore, we can reasonably believe that Sherlock has had encounters with women with which Sherlock has felt shame or guilt. Perhaps, one woman even hurt him in his past, inspiring him to avoid attachments to other humans, especially with women. In some of the Sherlock Holmes plays, Sherlock does indeed have romantic relationships, including the first Sherlock Holmes play written partially by Sir Arthur Conan Doyle and mostly by William Gillette. Using the Woman as a model, Gillette, with Doyle's permission, created a love interest named Alice Faulkner. Because Moffat and Gatiss are such Sherlock Holmes fanboys and undoubtedly know about Alice Faulkner, love interests are not out of the realm of possibility for Sherlock Holmes in Sherlock. Trailers for Series 4 have stated that Sherlock's past will come back to haunt him in the next slate of episodes.
I believe that women will play an influential role. Maybe Molly Hooper snaps and finally repays Sherlock for all the grief he has given her. Due to the conniving behavior of Mary in the Christmas special, I believe Sherlock does not 100% trust her. I think the Woman will almost certainly play a role in the Series 4.
She makes a cameo in "The Sign of Three" and is mentioned while Sherlock is dying in "His Last Vow." There is an allusion to her in "The Abominable Bride." Moriarty says, "Dead is the new sexy." This is similar to the Woman's declaration that "Brainy is the new sexy." Moreover, the Woman, Sherlock, and (maybe, but probably not) Moriarty have all faked being dead. I think it is clear Moffat and Gatiss do not want us to forget about The Woman. What role she will play in Series 4 is unclear, but if she does not make an appearance, I will be greatly disappointed.