seems to me that melissadre’s endgame was to find azor ahai and all her other acts leading up to it were merely what led her to be in that room with a dead jon snow. i reckon she thought the prophecy was all the things that she had done and seen such as killing renly and burning stannis’s daughter etc…but she hadnt seen the bigger picture in that they were a sequence of events that would ultimately lead her to castle black and jon snow…by which time she had lost all hope and belief of her prophecy.
i reckon jon snow is the son of lyanna stark and rhaegar targaryen….nd stark was doing the honourable thing and i’d read somewhere that he was with his sister just before she died and made a promise to her (was this to raise jon as his own and to protect him from robert baratheon?)
i was expecting them to burn his body so that he could jump out of the flames in a dramatic fashion and claim to be of house stark/targaryen/lord commander/king of the north etc
as for ramsay bolton i think there is more mileage in his role and we’ll be seeing more sick and twisted behaviour from him for a while…but i think he will eventually get it..my money is on theon to do him
the interesting bit was with tyrion and the dragons…this suggests he may also have targaryen blood…but if its not him then my money is on daenerys targaryen, jon snow and bran stark (a la warg mode) to be piloting the dragons
i think the high sparrow is a nasty piece of work and there is more to be seen from him before his gristly demise…i reckon this will at the hands of ser robert strong