Unknowns from Season Two:
Who really is Shae?
Is she of noble birth?
Why did she turn to prostitution?
What happened to her when she was 13?
(She started telling Cersei a story about this during the Siege of Blackwater.)
Who is Quaithe of Asshai?
Does she have the same powers as Melisandre?
Where is Benjen Stark?
How did Qhorin become Qhorin the Halfhand?
Are Dany's dragons the only one in the world?
Quaithe mentions Old Valyria when she was protecting a sailor by painting his back S4E7.
Where is old Valyria?
If Dany knows Valyrian why isn't she going there?
Meister Luwin told Bran in S2E3 ‘The Children of the Forest are forgotten’. Who are the Children of the Forest? Are they gone? Are there any left (up North of the Wall)?
Game of Thrones: Threads at the TV Critic