2. The White Walker Symbols
It's actually quite easy to forget that the very first scene of the entire show featured the White Walkers in all their glory, decapitating a Night's Watchman and sending another one bolting away. The scene also shows the a huge amount of corpses carefully arranged to form a pattern, a symbol, a sign.
It's not the last time we see something like this, with another symbol crafted out of limbs and body parts. But what does it mean? They were limited to Season 1, which could suggest the White Walker's methods have simply been changed by the creators, or could it mean something more sinister that we're yet to discover.
It's a fascinating example of a plot hint that is still classed as 'unresolved'.