Part-way through last night's new "Game of Thrones" episode, "The Climb" (not the Miley Cyrus song, but a weird metaphor for ascending the top tier of Westeros politics), Theon's still-nameless torturer uttered a line so on-point for the series that it felt like a purely meta conversation-starter: "If you think this has a happy ending, you haven't been paying attention." That's sort of "Game of Thrones" in a nuthsell, no? And it spoke odes to where a lot of our favorites ended up last night. Because in Westeros, happy news is always terrible news.

Let's start with some of our "outsiders" (meaning those totally unaware of what's going on in the rest of the realm):

Sam and Gilly are trudging through the snow, trying to get... who knows? Do they even know? Does anyone really care? They build a fire and he sings her a song and her baby falls asleep. The end.

Bran and his band of sightseers and lollygaggers are still arguing about stuff and getting pretty much nowhere. Jojen has a dream. Meera and Asha argue about how to cook a squirrel. Rickon has a line. That's about it.

After being featured so prominently this season, Jaime and Brienne only have a brief check-in scene. They're in Harrenhaal, eating dinner with Roose Bolton. Brienne is wearing a dress (a real sight to be seen) and Jaime can't cut his meat without his sword hand (and watching him attempt to do so is actually fairly depressing). Roose plans on taking Jaime back to King's Landing and sending Brienne to Robb. They both protest - Brienne swore to accompany Jaime to King's Landing, and she's no oath-breaker. And Jaime, well... Jaime has grown fond of the "wench" (his word, not mine). It's all very touching.

The aforementioned scene with Theon and his torturer is another tantalizing tease at just who this little worm actually is. He plays a little game with Theon, saying that if he can guess who he is, he can keep his pinky finger. And if he can't, then... well, you know. Theon guesses that he's the son of Karstark, Robb's bannerman who was executed in the last episode. But he's wrong, of course, and he loses his finger, of course. And it's disgusting, OF COURSE.

Perhaps the most shocking bit of the episode comes from the Brotherhood Without Banners subplot. While Arya practices her bow and arrow techniques (she's not very good, which is either a continuity error or a mark of her recent distractions - remember how she bulls-eyed that target in the pilot episode?), their group hears a sound in the wood. It's a band of intruders, led by a cloaked and hooded woman: Melisandre. It's always fascinating when two otherwise unrelated groups of people find themselves in this world, and I never expected this meet-up (especially since it doesn't happen in the books). Melisandre chats with Thoros, her fellow R'hollor-worshipper, and is in awe at the recently resurrected Beric. But she's there for one sole purpose: to take Gendry back to Dragonstone. He's King Robert's bastard, which means he'll be useful in the ritual she intends to perform so that Stannis can ascend. Arya has a royal freakout when the red-haired sorceress kidnaps her friend. "You're a witch!" she tells her. "You're going to hurt him." This stops Melisandre cold in her tracks. She senses something in Arya, something unseen. "There's a darkness in you," she says, before listing a series of things she's foreseen - the color of the eyes of men Arya will slay. "We will meet again," she tells the girl, before departing with Gendry and her fleet.