Pressing the "Subscribe" button should have an option to add from a URL. I know it's in the menu of the main screen, but if the user see "Subscribe - Add new podcasts" I would say the user hopes to do it from an URL too.
The entry in the dialog to add a podcast from URL shouldn't be uppercase. Generally you want to write something starting with http.
It would be great a menu to mark multiple episodes as new (and even an option to mark a complete podcast). When you add a new podcast, Gpodder only marks the last as new, but frequently you haven't listened more episodes, and an easy way to mark them as new without having to go episode by episode would be good. Also in this line, the same option to mark multiple episiodes as old.
I'll be writing bug reports later if these ideas makes sense to you.