There were various things going on with Blaine. He wanted to be accepted by the boys of New Directions, and that took a while. Blaine didn't want to pass as straight, and a lot of how he showed that was by the clothes he wore, as interest in fashion from a young man is an indication at William McKinley High School that he's gay. There are other things too, but fashion is a big one. Blaine got the role of Tony in West Side Story because the directors considered him more masculine than Kurt. Blaine was passing for straight in a play. He wasn't particularly interested in passing for straight in the Christmas special. If the parts of the script with him trying to kiss Kurt on the cheek and him waltzing with Kurt had been kept in, there would have been little doubt that Kurt and Blaine were more than "best friends and holiday roommates." With as much as Blaine gave Kurt half-hugs during the Christmas special, there was still plenty there for viewers to read into.
There were certain things that were established for Blaine in the third season. He'd already been established as playing the piano in season two, but he was established as playing the harmonica, too, in the Christmas special. We'll see if he picks up playing the guitar or violin or drums. There are several guitarists still among New Directions members, but they might need a drummer now. Blaine was established as having an afro when he didn't have any gel in his hair. Kurt called Blaine "Boo," as he'd called Brittany "Boo." Blaine was established as liking to hang out with the other boys, as Kurt had been established as liking to hang out with the girls. I'm sure there will be much more established for Blaine in season four.