The video shows the first test of a set of steerable fins that provide control of the rocket during the fly back portion of return. The black object approaches the rocket at around 3.20 minutes in the video. Furthermore, at around 3:50 minutes, several white 'flashing' orbs next to the rocket.
The F9R testing program is the next step towards reusability following completion of the Grasshopper program last year. Early flights of F9R will take off with legs fixed in the down position, however we will soon transition to liftoff with legs stowed against the side of the rocket with leg extension just before landing.