Here's how this series will end based on an interview with GRRM. Although GRRM hasn't finished the ending, and there will be changes to divert from the show he recently said that he was heavily inspired by Tolkein, especially the final and often forgotten/misinterpreted final act of LotR, "The Scouring of the Shire."
Tolkein was an environmentalist who lamented how rustic farm layed back farm life was destroyed by industrialization. He saw horses turn into automobiles, green pastures get paved over, and fought in the Battle of the Somme which is represented Mordor. Now, the Shire is supposed to be paradise, and yet these hobbits return home to find it, "worse than Mordor." Saruman has taken power, and the hobbits become destructive towards both themselves and the Shire itself, often only motivated by greed or power. Something that the hobbits previously never displayed. Paradise lost.
Now, the series is ultimately about man's self destructive nature. We see this in the prehistory as the CotF are in harmony with it, but men come and start destroying them and the world itself. Much like the Ents who are resigned to Fangle(whatever the fuck) Forest, the CotF are forced to try and stop the spread of men and their destruction. They create supernatural weapons (The Horn of Winter), but even that doesn't do it. They then create the White Walkers. The CotF who, like the hobbits, were initially benign and living in paradise have inherited the traits of man, and in doing so have created something that destroys life itself.
That's all the Others are. They are 'Death'. They don't speak. They have no notions of power, control, or anything except the inevitable destruction of anything that lives or breathes.
So ultimately, this series is about the self destructive nature of men, but will end in a "small victory." The story resonates with how mankind bickers, fights, and kills, even with the most dangerous of oncoming calamities. We are basically doing the surrendering to Death (the WW's) before they've even invaded. When they do arrive, the Seven Kingdoms are going to be in ashes. King's Landing will be destroyed, all the major armies smashed.
Then when almost everyone and everything is dead and there is no hope, Azor Azai will wield Lightbringer (which is Dawn). Dawn brings "light" and was made before men knew how to make Valyrian steel. It's the most special sword in the series, held by the most ancient house in Westeros, in one of the places furthest from the Wall. The Dayne's "Sword of the Morning" office is really like the stewardship of Gondor, they keep, maintain, and wield the sword. Arthur Dayne (the last Sword of the Morning) dies EXACTLY when Jon Snow is born, and there hasn't been another since. This is significant.
-->So Jon Snow is the Prince that was Promised and Dawn will be his weapon. You know, kind of like Aragon getting Narsil and summoning an undead army to save the day.
Pure speculation based on Martin's comments, but I think after AA saves the day he'll do something unprecedented. Since the likely person (Jon) he was heavily influenced by Mance and the Freefolk, I think he dismantles the broken Westerosi society and people live "free" like the wildlings. We already see this in Essos where Dany instructs Daario to let the cities of Dragon's Bay elect their own leaders, but I'm not entirely sure that Essos will remain untouched. Then there's the line Arya speaks talking about sailing to the West of Westeros. Just seemed like an extremely weird "throwaway" line.
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5. King's Landing and the "Iron Throne" everyone has been fighting for are destroyed by men, not the Others. We already saw the throne room completely destroyed in a vision of Winter. The Other's kill people. They don't give two fucks about pulling down bricks.
6. Fuck, skip this one.
7. The Others will have an Ice Dragon. In the books, they'll have Giants, Direwolves, Bears, and basically every single thing that's dead and hasn't been burned. Show has a CGI budget, but they'll include the Dragon. We'll see Ice Dragons, count it. If Dany's dragons are grounded and die... yeah. But they likely already may start with at least one, or that's what most fans think. We'll see when the Horn of Winter is blown.
8. Don't expect Daeny's dragons to be ultimate anti-White Walker weapons. In the books, they can't fly in storms. White Walkers bring...storms.
9. Euron sums himself up to the Lord of Harlaw by telling him, "I am the storm, my lord. The first storm, and the last.". Wuh woh. He seems very similar to the White Walkers themselves in the books, this guy is all about magic, but for the wrong reasons.
10. There's something significant about the Direwolves. Sansa not having hers, and her habits from the first book, point to her not being a typical Stark, and we'll likely see conflict between her and Jon. He'll D&D have basically come out and said, "Sansa and Jon probably won't get along." /hint hint.
11. Littlefinger plays a bigger part of this story. If you think he gets offed by Sansa early in S7 you're retarded. He's got more backstory than most other characters, and although GRRM never writes a PoV for him that doesn't mean that he won't remain a major player for quite a while.
Basically, the system crushed him. He was raised with notions of valor, honor, and chivalry, and at the age of 14, he was raped by Lyssa, nearly killed by Brandon Stark in a duel, betrayed by his true love, and kicked out by his adoptive father, Hoster Tully all because he was trying to "act noble" even though he was a Lowborn. Lyssa raped him, got pregnant, and his family threw him out half dead. That's enough to fuck up anyone's life. Now whether he's trying to bring down the system or rule it is in dispute, & I know he did say he wanted to sit on the Iron Throne. But as a character, I think it'd be more interesting if he was trying to do away with "birth rights", since his destiny (up until he lost his father, love, and nearly his life) was determined almost entirely by who his parents were.
But Littlefinger's youth embodies everything that's wrong with the Feudal society that Westeros is based on. Like real life, the children of Serfs inherited the status of being a Serf. The Lowborn and Smallfolk are shit on, while the powerful few are motivated to kill and destroy driven by greed. This still happens in modern society, and I think aSoIaF will have a subtle political message, much like Tolkein & C.S. Lewis' works did. I think that message is even more important in the modern world, as we are basically destroying ourselves and fucking up the only place in the known Universe, that we as a species, can survive. Profit and power.
He's the only major character besides Jon who would be motivated to burn that shitty society down. And as I pointed out, I think that's where this is headed. I'm definitely rooting for this guy. Fuck the notion of being a Lord of half of Westeros just because your parents happened to be named Stark and you were their eldest male, who didn't die fighting Lord of fuck knows where for fuck knows what.
12. They're scouting the Canary Islands so they'll be filming Valyria. We aren't done with Essos. Perhaps Jorah's arc? If someone besides Jon, like Jorah, were Azor Azai that'd be so much more interesting. Dany would be Nissa Nissa, but I don't think they'd cast someone old enough to have a heart attack as the absolutely most integral character in the story. Jon being born right as the last Sword of the Morning dies is...pretty damn significant to be a red herring. I love Jorah... and I have no idea where his story is headed, except probably the Doom of Valyria.
13. Not sure what Sam learns from Oldtown that helps. Except he's got the equivalent of the Dr. Strangelove Cobalt bomb in his sack, and he's in an unprotected coastal city alone (hey, I'm Euron and I like magical shit and have lots of motorboats!). He also seems to be in a pretty convenient place to repair an ancient artifact should it be... broken.
And for doubters. The horn Sam finds is an auroch's horn, unadorned, which is exactly something the CotF would have made since they weren't able to work metal.
Winds of Winter Cover:
Season 2:
Sam finds the Horn of Winter - YouTube
Chekov's motherfucking Howitzer.
