The Night's Watch
When the White Walkers first descended on Westeros thousands of years ago during The Long Night, the First Men created the Night's Watch. More specifically, the Night's Watch was created after the White Walkers were defeated, in order to man the giant ice wall built to keep them from ever marching south again. With the Army of the Dead defeated, what's the point of the Night's Watch now? Jon is back with Tormund, Ghost, and the Wildlings when the show ends - but what exactly is his job?
Jon Snow as Aegon Targaryen
For years, fans always knew something was up with who Jon Snow really was. Finally, it was revealed that Jon was not, in fact, Ned Stark's bastard but the offspring of Ned's sister Lyanna and Rhaegar Targaryen. Not only did this give him the ability to ride dragons, but also a rightful claim to the Iron Throne. However, the former King of the North's reluctance to claim his title is consistent, but the fact nobody seems to care who he really is seems out of character for, well, everyone in Westeros.
Arya and her 'Green Eyes' prophecy
Throughout the last season of GoT one main theme has been recurring: Arya was set to kill a pair of brown eyes, blue eyes and green eyes. With the 'brown' and 'blue' parts of the prophecy fulfilled, fans were expecting a character with green eyes to perish (hello, Cersei). But instead, Arya didn't kill anyone, let alone someone with green eyes. It seems like a waste considering the build-up.
Arya's white horse
Speaking of Arya, the show really threw a loop in the penultimate episode when the youngest Stark daughter rode away on a white horse. But after the finale, that all seemed to mean...nothing.
The Prince that was Promised
After years of speculation about the Azor Ahai or the "Prince That Was Promised" - Dany, Jon, or Arya were all considered contenders - the prophecy apparently didn't matter all that much.
Now to the most confusing of all. Bran's powers as the Three-Eyed Raven were left rather ambiguous, and we never learned exactly what he was up to when he went to warg during the Battle of Winterfell. Was he setting up events so that all would align to make him king? Was he protecting his family? Is he actually evil? Looks like we'll never know.