I didn't find it all that confusing. Like Nikki said, it was a prostitute that looked like her. He obviously chose her for a reason--her resemblance. That's why he had her dress up as a nun.
He totally has a thing for innocent women. When he was talking to the Nymphomaniac, you could hear how much he was disgusted by her. Same with the prostitute. That's why he is so into the nun. And in the previews for this week's episode, it shows that he's very angry that she's (presumably) smurfing trout up since she's possessed. "She's been contaminated."
Yup.
All in all, I think that this season is going to be way scarier than last season. And last season scared the trout out of me. I just think the subject matter (asylum, aliens, possession) is much scarier than last season's (a house in a vortex, so they can't leave.)