Just because Nymeria turned down Arya's offer of a partnership for now doesn't mean we won't see her again.
And sticking with King's Landing, how much does Lord Tarly fancy being Warden Of The South? I can see him playing the role the Lannisters played during Robert's Rebellion.
Don't declare for anyone just yet and when the fight is almost overrun in on the side of the victors. PETE: The King in the North didn't quite convince his bannerman about riding south to meet Daenerys, but you get the feeling Jon's played a deft hand in making Sansa the Lady of Winterfell.
Here's the TL: DR for you: it involves a hero who ended the Long Night (and the White Walkers) being reborn to defend the realms of men once the darkness comes again.
Dany's other older brother Rheagar believed he was the promised prince (he wasn't) as did Stannis Baratheon (you guessed it, he wasn't either).
Another one of our big questions from last season was answered when Melisandre made her return.