One of the great things about A Song of Ice and Fire is that George R. R. Martin rarely wastes a detail. A seemingly throwaway line can take on significance several books later, while the tiniest detail can inspire years of speculation. This created something of a problem for Game of Thrones, where the nature of an adaptation meant several planned subplots had to be abandoned because showrunners David Benioff and D.B. Weiss hadn't laid the groundwork in early seasons. There are exceptions, of course. Martin confirmed three known theories to Benioff and Weiss ahead of filming: Hodor's final fate, Stannis burning his daughter, and who would sit on the Iron Throne at the end.
With The Winds of Winter's publication looking increasingly unlikely, many theories may not ever get a definitive answer. Some theories are so heavily set up that they feel almost inevitable, while others require readers to connect an intricate series of dots before arriving at an answer that, in hindsight, appears obvious. Game of Thrones addressed many of theories, but some fun, plausible theories exist that will probably never be confirmed one way or the other.
Jojen was something of a cipher in Game of Thrones. He arrived, said some vaguely cryptic things, accompanied Bran beyond the Wall, and then was rather unceremoniously killed off. In Martin's books, though, he is considerably more interesting. He has greensight, and his predictions repeatedly come true, including his vision of the Greyjoy attack on Winterfell. He survives the journey to the Three-Eyed Raven's underground lair, but upon arrival, Jojen becomes increasingly withdrawn and morose, taking on a bitter demeanor instead of being his usual affable self. Throughout the books, Jojen has dreamed of his own death and becomes increasingly convinced that his fate is fast approaching as the group near the cave, where he quietly disappears from the story.
The theory is that Jojen's disappearance is more literal than it first appears: Bloodraven has killed Jojen and turned his body into the weirwood paste he feeds to Bran. The paste is red-veined and tastes of blood, and Game of Thrones repeatedly emphasizes that powerful magic requires blood sacrifice. This theory would make sense; Bloodraven is essentially sacrificing Jojen to awaken Bran's supernatural abilities. If true, this is one of the more disturbing, darkly supernatural theories. It would mean that Bran has unwittingly eaten one of his most loyal friends in exchange for supernatural abilities, which is about as grim as fantasy gets.
Plenty of great Game of Thrones book characters were cut from the show, and Wyman Manderly is up there with the best of them. The huge Northern Lord was nicknamed Lord Too-Fat-to-Sit-a-Horse, but he masks a cunning, calculating mind. Thankfully, he is loyal to the Starks, but he maintains the illusion of being loyal to the Boltons and the Freys in the wake of the Red Wedding, which led to the death of one of his sons and the capture of another.
When three Freys visit him, Manderly observes guest right to the letter before sending them on their way. He protects the Freys while they stay with him, but crucially also marks the end of his protection by presenting them all with gifts when they leave. They subsequently vanish without a trace, and the next time we see Manderly is at Winterfell, where he presents Roose Bolton with three huge pies. Manderly then repeatedly asks the musicians to play The Rat Cook, a song about a cook who murders a king's son and bakes him into a pie. It's a near certainty that he baked the Freys into those pies, but Game of Thrones fans will likely never get outright confirmation. The show did nod to this theory again in Season 6, when Arya Stark cooked the Freys into a pie and fed it to Walder Frey before cutting his throat.
Game of Thrones showed fans just how evil the Boltons were, but they're even worse in the books. Roose Bolton is a pale, cold-eyed Lord who's unnervingly softly spoken and always clad in a pink-lined cloak. The Bolt-On theory takes his quiet menace one step further by positing that Roose isn't actually human. The theory suggests Bolton is a secretly an immortal, supernatural creature who has survived for generations by stealing and wearing other people's skins.
His strange eyes, comments about his blood, the Bolton tradition of flaying their enemies, and his lack of emotion all suggest something sinister, and combined with the skin-changing abilities established in previous books, the argument becomes strangely compelling.
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