1. Sansa Stark
At the end of Season 5, Sansa and Theon jumped off the walls of Winterfell into what I guess was an abnormally large snow bank. In the books we know that Theon and Jeyne Poole (a character they merged with Sansa in the show) survived and made it to Stannis’s camp. But since Stannis is dead on the show that isn’t going to happen. There are a few ways the Sansa plot line could go in Season 6 following her escape with Theon.
In simplest terms, there are two outcomes Sansa’s and Theon’s escape. One, they could be recaptured by the Boltons, or two, they could make their way to Petre Baelish. However, Petre is far away and Sansa probably wouldn’t be much better off with him than with the Boltons. So instead let’s look forward to some scenarios that take a little more fortuitous convergence.
Before Season 5 began there was a lot of talk that Sansa would take over the role of Lady Stoneheart, a character cut from the show (despite an abnormally long black screen before the credits rolled on Season 4 that had book readers waiting for the zombie’s appearance). Sansa and Theon could at this point flee South, where they could run into the Brotherhood Without Banners.
The Brotherhood held Arya, Gendry, and Hot Pie hostage for part of Season 3, and their leader, Beric Dondarrian, dueled the Hound with a flaming sword. The Brotherhood Without Banners was formed by the group Ned Stark sent out to execute the Mountain way back in Season 1. If Theon and Sansa stumble upon the Brotherhood, Sansa could become their leader taking over for Lady Stoneheart and possibly marching on Winterfell, or just executing Freys. If Sansa does take over for Lady Stoneheart, her run in with Brienne probably won’t happen, but who knows. Maybe Sansa will feel the light of R’hllor before meeting Brienne.