Games Of Thrones Season 7: What 'Beyond The Wall' Really Means
5. Dany Loses A Dragon

This entire season has been a morality tale about the dangers of Dany's impulsiveness, with red herrings and twists along the way and the most dramatic moment of the episode was the culmination of that arc.
Despite Tyrion's insistence that she shouldn't go beyond the Wall because she was far more vulnerable than she might think on the back of those dragons, Dany put logic aside to go and save her new allies (no doubt partly inspired for her confusing feelings for Jon as well as the need to retrieve the wight). Her reward was watching one of her dragon children killed by the Night King with a devastating ice spear shot to the neck.
Watching that creature twist in the sky, fall and die was arguably even more emotional than Thoros' death, and the authenticity of Emilia Clarke's performance deserves an awful lot of credit. If she didn't know impulsiveness was bad before, she'll definitely feel it now, but she did seem to realise that the dragon was a worthwhile sacrifice to get Jon and the others back.
She's still hugely weakened now, even though she only generally takes one dragon into battle.