I have some theories that have been thrown around. Some of you might have heard them, but since I love discussing these books so fervently, I'm going to throw them here and let them stir in the pot for a bit.
The theory that the Umbers are tricking Ramsay Bolton. One reason is because I think "The North Remembers" and that the loyalty between the Starks and their friends would not dissolve so easily. Also, that head that was supposed to be Shaggy Dog's is wayyy too small. In the books Shaggy Dog is the biggest of the direwolves, so what do you think?
The three heads of the dragon - I know this has been discussed here before, or at least mentioned. So let's say two of the heads are Daenerys and Jon Snow. Would the third be Tyrion (which would follow along with the theory that he is really a Targaryen) OR is the Targaryen that is revealed in book 5 really a Targaryen?
The Valonqar - This has been discussed before but I'm bringing it up again. Since the Valonqar part of Maggie's prophecy is not mention in the show, I will put the rest of this in small font. There are three choices: Tyrion, Jaime, or Sandor Clegane.