I think Jon Snow's gonna be return but as his dire wolf, Ghost. It seems somewhat predictable with Melisandre being there, but who knows.
Theory #2
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Tyrion is gonna ride a dragon? Rhaegar because he's the smallest? This might also be a bit predictable I guess.
Theory #3
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The Wall is gonna collapse, the White Walkers are gonna kill almost everyone north of the Eyrie. I think there's only gonna be a handful of survivors, but all the people up at the Wall is gonna die. Seems likely seeing as Jon Snow's no longer in the game.
Theory #4
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I have a feeling that either Rickon or Sansa will die before it's all over, or maybe both will die.