So my biggest question is who are Jon Snow's parents? I'm convinced Ned is not Jon's father but that he is his nephew. I'm pretty sure Jon is the son of Ned's sister Lyanna but who the father is I don't know. I thought maybe Rhaegar BUT since I came up with that I figured it's probably the obvious thing since I'm such a simpleton. So who then? And what exactly was the promise Ned made to Lyanna when she died? To protect her son? Maybe?
And last for now, what exactly happened to Arya towards the end? At first I thought she just found her way to some nice old people who take care of people who are dying. I guess that's my naive way of thinking. But then they blinded her and she killed that one black brother who was traveling with Sam and all them. Is she a Faceless man in training???? That would be cool and everything but I want her to go back and get all her revenge on everyone. I don't want her to forget that she's a Stark, poor girl always has some kind of identity crisis going on.
I am back and forth and back and forth on the whole Jon = Lyanna + Rhaegar thing. It would be a shocker for the Seven Kingdoms, but ultimately I don't think it would matter if it's true, because I don't think Jon will ever leave the wall. I wonder if we're finally going to meet Howland Reed in the next book. He is (apparently) the only person in the whole world who knows the truth about Jon's parentage.
As for Arya, who is by far my favorite character in the series, I think she is going to end up back in the thick of things. Too much has been made about the wolves and their huge female leader for it not to be important, and since we know that Arya can see through Nymeria's POV (and control her, to some extent, I feel sure) I think some butt-kicking via wolf is in order.
As far as Dany, much has been made of the prophecy that "the dragon has three heads." Daenarys is obviously #1, but who (or what) are nos. 2 & 3? My guess is that this is some sort of triumvirate with three co-rulers over Westeros.