Most Doctor Who stories can be divided into one of two categories: ones where The Doctor is basically forced to confront an old adversary and ones where he chooses to confront or investigate something unknown out of curiosity. “Under The Lake” is a fine example of the latter category and one of the better installments thereof in some time in terms of quality.
What appeals to me about this type of episode is that it necessarily and squarely places The Doctor in the position of an active protagonist; wherever he is, he’s there because he’s curious/seeking adventure/bored, what have you. Many of the greatest Star Trek episodes share this quality as well, but the fundamental difference between the way these two series approach this framework is that while Trekkers are duty-bound to explore certain things vis a vis the Prime Directive, the fundamentally rouge and homeless post-reboot Doctor is essentially thrill-seeking.
Indeed, one of the most attractive features of the Doctor Who reboot for me is that in a way it’s a series about a broken man basically self-medicating through adventures in space and time. This is why the masterful Sherlock is such a worthy and logical endeavor for Who veterans Steven Moffat and Mark Gatiss to author, as I believe that series functions on much the same level where it concerns the two adrenaline junkies at the center of that narrative (minus all the “timey-wimey” stuff, of course).
Something that really appeals to me about the stories where The Doctor and/or the Companion seek out the adventure is that it all but ensures that they’ll be truly active protagonists in that installment. It’s that spirit of active curiosity that makes the show such a joy to watch, even when what’s offered is something as typically uninteresting as a ghost story. Regardless of what these “ghosts” are revealed to be in the concluding episode, its been a fun ride because of the strong writing, the interplay between the characters, and the moody atmosphere created.