Jon Snow - not permanently dead
Daenerys - with Dothraki
Bran & Hodor - with Three-eyed Raven
Brianne & Pod - Last seen "killing" Stannis
Sansa & Theon - Last seen in the Winterfell Winter Olympic High Jump
Margaery
& Loras - Imprisoned
Cersei - Being carried off by Frankenstein
Tommen - Last seen whimpering and suffering from anorexia
Jaime - Homebound
Arya - Blinded by the Jaqen
Euron? - "new" character
Tyrion & Varys - The 21st version of Twins running Mereen
Jorah & Daario - Looking for Daenerys while Daario schools Jorah about being Friendzoned
Red Woman & Davos - at The Wall
Boltons - Directing snuff films at Winterfell
Samwell - Fighting the urge to eat baby Sam while on the long road to Oldtown
Martells - Waiting for Lannister vengeance
White Walkers - Rubbing noses like the eskimoses north of the wall