Balon Greyjoy: hasn't been heard of since S3E10.
Does he personally have brothers and sisters that serve him?
If so, will we ever be introduced to them?
Does he have any sort of plan to move forward his
claim to the Iron Throne besides reaving the coastal
Jorah Mormont: Banished by Dany and rightfully so.
Where is he going? Will he go seek out Quaithe for
advice? Will he head back to Bear Island? If he were to
set foot on Essos would he lose his head? I would
imagine the pardon wouldn't hold water (especially
since it appears he doesn't have it physically.)
Shae: Will she be hung?
Tyrion: Has just been sentenced to death. Will he
escape? I have been fantasizing about him as a
stowaway on the boat Cersei gifted to Myrcella.
Perhaps he will end up someday being a well known
vineyard owner in Dorne. Then again the
Lannisters were in power with Prince Oberyn died at
the hand of the Mountain in Trial by Combat.
If the Mountain lives they may want to exact revenge
so Dorne wouldn't be the place. Then it's the Summer Isles.
Benjen Stark: He’s up North somewhere
(as Robin put it "in one form or another")
since the end of Season One… Hopefully he doesn't have glowing blue eyes...
Blackfish and Edmure: The Tullys took a huge blow at
the Red Wedding and the Riverlands is a mess.
Blackfish fled with whereabouts still unknown.
We last left Edmure an imprisoned husband of Roslin Frey.
Gendry: Last seen rowing away from Davos away from Dragonstone Island. Where is he?
Mance Rayder: What is your plan man?. I am having a hard time believing the whole attack was just on Castle Black (S4E9) and the door covering the Sally Port to the Tunnel to Castle Black. I hope he has climbing parties all along the 300 Mile long wall or at least a tunnel going underneath the Wall.
Rickon Stark: We still have not seen him, Osha or
Shaggy Dog, however we assume they are safe at The
Hearth with House Umber.
Steelshanks: Assumed at this point to be at the Dreadfort with Roose.
Syrio Forel: Dead or perhaps back in Braavos? Only Meryn Trant knows for sure…
Brotherhood without (Banners) "Without Ambition":,
What is their grand plan? Hide in a cave; abduct folks
and have Beric fight them with a fire sword to test their
guilt or innocence? Isn't that a painfully slow process
that amounts to little in the big picture?
Can you think of others we need to keep track of?
Game of Thrones: Threads at the TV Critic