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 areas?
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.)
House Lannister: What becomes of this House if Tywin is dead?
I speculate that Cersei will assume the role of
the most powerful person in Westeros.
The Hound: Dead or alive?
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...
I think he went to the same school that Mance went to for setting fires. I guess everything in time as they say...
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?
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?
The Mountain: If he lives what form will he be in?
Can you think of others we need to keep track of?
Game of Thrones: Threads at the TV Critic