The preview after the last episode showed Peter and Nathan flying towards the sky while Peter was radiating.
Before their flight, Peter was in proximity of Nikki/Jessica. Peter acquired that ability. (The power to be schizophrenic? hehehe)
Nathan then took Peter flying. Since Peter was radioactive, he may have leaked his powers to Nathan. But what was leaked was the Nikki-Jessica-Schizo power. Nathan may have gotten burned by the radiation while that transfer was done.
Nathan lets go of Peter, they fly separately, Peter explodes but survives, and Nathan flew away to safety.
He now has the burned twin which he could only see through a mirror.
The Invisible Man hasn't revealed himself yet. He was there watching all what was happening at Kirby Plaza. When will that story come out? I think he dragged Sylar.
I can't wait for Monday now. :-)