15. The Night Queen
For seven seasons, since the very first scene of the show, the battle between the living and the dead had been teased, and the fans had some incredible ideas on how it would play out.
One such theory revolved around the Night King and one potential Queen of Westeros, Cersei Lannister, taking some inspiration from the 13th Lord Commander of the Night's Watch from George R. R. Martin's novels. The man dubbed the Night's King formed an alliance with the white walkers, by way of marrying one of them.
Applied to the show, this theory suggested that Cersei would come to some accord with the Night King, and rule over the cold and desolate Westeros together. It was said that she would see King's Landing burn if she could be Queen of the ashes, so surely she would see it freeze to be Queen of the ice.
Taking into account the Night King's ability to fly over Winterfell and head straight to King's Landing, and Qyburn's ability to bring the dead part way back to life, Cersei could have been killed by the leader of the white walkers, only to be brought back into an alliance with him.
A bit far fetched, certainly, but a shocking, surprising twist in the final stretch of the story as well.