The youngest, oft-forgotten member of the Stark clan, Rickon was last seen separating from Bran and Hodor to head off towards House Umber under the guard of Osha. While Brans storyline was followed, nothing has been shown of his younger brother, the wildling or the dire wolf Shaggydog. Are we just to assume that they reached the Umbers safely and are just happily getting along there. This is Westeros, and this is a Stark, so youd have to think otherwise. In the books, Rickons whereabouts figure into a larger plot to get Stannis the throne, with Davos going in search of him and his wolf. While the specifics would need adjusting, this could be a plausible plot line for the show. As Rickon is likely too young to really do anything himself, those who discover hes alive would surely be keen to use him as a pawn to further their own ends.