1. The opening credits were changed to tell a new story.
Prior to Season 8, the astrolabe device in the opening credits had bands of artwork showing King Robert's Rebellion and other historic tales known in Westeros. Now it starts with the most recent disaster to have happened: The Night King bringing down the Wall at Eastwatch by the Sea. You can see a row of the Army of the Dead in the lower right corner and Bran's ravens flying off from the top left side.
2. The episode called back to the pilot episode.
This introductory scene was a callback to the pilot episode of the series when King Robert and the royal party visited Winterfell. The young boy climbing up the tree was a direct reference to Bran Stark scaling the castle walls for a better look at the coming guests.
3. Jon Snow rode his first dragon, and the one he hopped on was named after his father.
Daenerys named her dragons after three important men in her life: Khal Drogo: Drogon, Viserys: Viserion, and Rhaegar: Rhaegal. Viserion was killed last season and now belongs to the Night King, and Daenerys has always had a strong preference for Drogon. So that left Rhaegal, the dragon named after Jon Snow's father.
4. Daenerys may have predicted her own death.
Jon and Daenerys travel to a waterfall in the North, and Daenerys tells Jon: "We could stay a thousand years...no one would find us". In Season 3, Jon took his then love interest Ygritte to a hot pool in a cave, where she said: "Let's not go back. I don't ever want to leave this cave, Jon Snow." When she was murdered, she told him: "You remember that cave? We should have stayed in that cave."
Many believe the same fate will befall Daenerys.
5. The symbol the whitewalkers left in House Umber.
Young Ned Umber had been turned into a wight and woke up shrieking and writhing until Beric set him on fire. The flame spread to severed arms that were nailed onto the wall in a familiar spiral pattern. The rock formation where the Night King was first created was in this spiral shape, so it's likely just a pattern the Night King has chosen to use as his marker.
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