ASOIAF / Game of Thrones (SPOILERS INSIDE)

[Slave]

R+L=J because Lyanna was the Knight of the Laughing Tree, and everything follows very clearly from there.

Varys is a Targaryen loyalist because he is in fact a wizard and wants magic to grow stronger. He knows for a fact it exists and has been obsessed with it since he saw a demon summoned to the sacrifice of his manhood. It accounts for all his strange talents and motives. Either that, or he could be a Targaryen himself. His similar name, the fact he shaves his head (like Egg, who did it to disguise himself), there are clues.

Tyrion is probably a Targaryen and one of the heads of the dragon. Tywin's hatred, dragon dreams, his dwarfism, Barristan's tale, the evidence is there. The mummer's dragon is Aegon.

The Hound was clearly the gravedigger and will likely fight unGregor for the Faith. To what conclusion is anyone's guess. We still have about ZERO idea what is going on with Margaery. Cersei is showing signs of connivance once more, as well... and we know that Jaime the Valonquar will kill her, in his increasingly moralistic defense of the Kingdom.

We know for a fact that Bloodraven is Brynden Rivers.

Lightbringer is probably the dragons, making Dany Azor Ahai, and Drogo Nissa Nissa. :P

Osha took Rickon to Skagos, where Manderly sent Davos.

You know that Oberyn actually killed Tywin Lannister? He was in the slow process of dying when Tyrion shot him.

Jon is almost definitely alive, or will be reborn. I am not convinced the assassination attempt was successful. There were lots of free folk, Jon loyalists, and even an angry giant nearby with reason to protect Jon. "He never felt" the rest of the blows. Maybe because they never landed... but he cannot meet his end there, because his is the song of ice and fire. He is Targaryen + Stark, literally ice and fire.

In any case, Jon is not needed to defeat the Boltons. Stannis is there, several Umbers are there, Asha Greyjoy is there, Theon is there; Roose just sent the Manderleys and Ramsay's men into the snow. All told it is enough to put paid to the Boltons for good.