12 Biggest Unanswered Game Of Thrones Mysteries
6. Quaithe And The Perfumed Seneschal

Quaithe, a shadowbinder from Asshai, turns up in Daenerys' storyline during Season 2 (and A Clash of Kings), has her face hidden behind a mask, makes a bunch of weird prophecies, and then disappears again. She does return later in the books, in a vision of Daenerys', but even then it just adds to the confusion and mystery surrounding her.
There are all kinds of theories about what her words and warnings mean - "to reach the west you must go east" and so on - but the biggest mystery remains the character's true identity and motive: why is this person so intent on helping Daenerys, and what does she want?
One tinfoil theory posits that she's Daenerys from the future, hence the mask (and ignoring literally everything else we see or hear from the character), but there's little to actually go on as to why she really plays this key role in Daenerys' story. The most mystifying of her warnings, meanwhile, is the line "beware the perfumed seneschal." Who is this? Thre are numerous candidates, from the literal seneschal Reznak mo Reznak to the heavily perfumed Varys, but we're no closer to actually finding out ((thankfully?) it's not something the show has to worry about).