King’s Landing: The Dragonpit is theorized to have contributed to the increasingly smaller size of the Targaryen dragons, although more directly the Dragonpit was the site of the deaths of a number of the dragons during the Dance of the Dragons which was a more direct contributor to the decline in the population. Jaime’s estrangement from Cersei followed by his departure from King’s Landing as the snow falls clearly echoes the arrival of snow in Riverrun at the end of A Feast for Crows. The Golden Company again is mentioned and seems likely appear next season, as they’ve done in A Dance with Dragons but under wildly different circumstances. Finally, the writers have noted that there’s a very little inspiration from Alliser Thorne bringing a wight’s hand to King’s Landing in the wight display in this episode.
Dragonstone: The parallels drawn between Theon and Jon are very much a part of the novels, part of Martin’s deliberate design.
Possible Developments in Future Books
King’s Landing: It cannot be ruled out that some sort of parlay between multiple claimants to crowns will take place in the novels. That some agreement might be made—one in which one or more of the parties intends to betray the agreement—to a truce to face the threat from beyond the Wall also feels like a genuine story possibility, but it all remains to be seen. Cersei becoming pregnant is something that has been speculated previously, although the timing in the novels is such that if she were pregnant by A Dance with Dragons the father would be a Kettleblack, not Jaime. Hints of a Sandor Clegane-UnGregor Clegane confrontation have driven a small segment of the fandom wild with the possibility, which the momentary confronatation here may be an acknowledgment of or hint at.
Winterfell: It’s generally speculated that Littlefinger’s machinations will eventually catch up to him, and that Sansa will be instrumental to his downfall, but it remains to be seen. The possibility that Lyanna wanted her child named after the dead prince Aegon is also something that seems possible, but remains unknown.
Eastwatch: Fans generally agree the Wall, or some portion of it, will fall. The general opinion is the Horn of Joramun, or something like it, will be the cause (Samwell’s horn is a leading candidate).
Entirely Different
King’s Landing: The population of King’s Landing has flucuated even in the show—the 1 million figure is twice as high as figures given previously on the show, as well as the novels. At the same time, the North is certainly more populous than a million people, as fans and even a professional economist have plotted out. The claim the wights can’t swim may be misleading; Cotter Pyke refers to “dead things” (almost certainly the wights) in both the woods outside of Hardhome and in the waters around it. The wights doubtless don’t swim, but they seem capable of floating in the water.
Winterfell: In the novels, it is implicit (while, outside of the novels, it is explicit per remarks from Martin) that Joffrey was the one who attempted to have Bran killed, not Littlefinger. It seems very improbable that Martin intends Littlefinger meeting his fate in the particular way shown here. Simply being born in Dorne would not make a bastard a ‘Sand’—it’s more complicated than this, but in general it’s the place where the parent who raises them is from and takes them that matters. Aegon IV’s bastards by riverlord mothers were both Rivers’ as they were largely raised in the riverlands, whereas his son by his cousin Daena was a Waters (until knighted and allowed to take the name Blackfyre) as he appears to have been raised at the court. Based on his mother and the fact that he was raised in the North, Jon would certainly have been called Jon Snow.
Dragonstone: Westeros is substantially larger than the show now indicates—the journey from Winterfell to King’s Landing at a fast pace for cavalry is still about 8 weeks long, rather than the 2 weeks Jon Snow suggests. Given circumstances at the start of The Winds of Winter (per a released chapter), it’s very much unlikely Theon will need to go on a mission to rescue his sister; his story will almost certainly go in a different direction.