With their multiple story threads and major plot twists,
writers love nothing more than to leave their viewers stunned.
Even those who follow the books are often left reeling from the series' audacious take on George R.R. Martin's story.
But as we enter season six, the script is officially free-wheeling. Having raced through the novels, the writers are now making up their own stories - under the careful guidance of Martin.
As you'd expect, where those stories will take us is a closely guarded secret. But during a day's interrogation by the world's media, the cast let slip a few precious clues ...
Clue 1: Bran Stark returns from the forest
In case you didn't notice, Bran Stark (Isaac Hempstead-Wright) was absent from all of season five, after following a Child of the Forest to escape a group of wights who were trying to kill him and Meera Reed. So just what has he been doing for the past year? In real life, Hempstead-Wright was sitting his A-level exams. Likewise, Bran has also been studying.
"I suppose we've been in the magical tree wizarding school, in an underground cave for the last six months or so," says Hempstead-Wright.
Ellie Kendrick, who plays Meera, explains: "The idea is Bran's been learning quite a lot while we haven't been seeing him and we open the new season discovering some of the things that he's learned. Meanwhile, Meera's just stuck in the cave."
She adds: "He's experimenting with greensight, which allows them to see into the past and the future."
So we can expect flashbacks?
"There are some exciting sequences, which hopefully will be really surprising and I think people are really going to enjoy."
Clue 2: Things are looking up for Reek
When last we left Theon Greyjoy and Sansa Stark, they had just jumped off a wall at Winterfell, in a bid to escape their joint tormentor, Ramsay Bolton.
The official trailer for season six has already revealed they survive the fall - but where to from there?
Alfie Allen, who plays Theon, says things are definitely on the up.
"It's about time," he laughs. "Some might say not, some people might say it's going to a more boring place. There are some people that just want to see people in pain. But no, I would say he's going to a better place, without a shadow of a doubt, which is great. He's not going back to the Theon that he was but is going to being the Theon that he now is."
Of course, first, he needs to escape Ramsay and his father, Roose, who are determined to get Theon and Sansa back in their grip.
"It's made Ramsay's life very difficult not having theon around," jokes Iwan Rheon, who plays Ramsay. "He has to prepare his own meals, run his own baths, dress himself ... "
Michael McElhatton, who plays Roose, adds: "It's a huge, huge problem, because an heir was expected to solidify their hold in the north. It's absolutely crucial to find them before she gets to anyone else. It hits the ground running when we start this series. It's a major, major loss."
Clue 3: The Faceless Man lives again
When Maisie Williams (Arya Stark) entered the room alongside Tom Wlaschiha (Jaqen H'ghar, aka the Faceless Man), there was a moment of confused silence before someone asked the obvious ... So, you're not dead then?
The end of season five saw Jaqen drink a vial of poison as penance for Arya killing Meryn Trant.
But as Wlaschiha explains: "It's just a face, you know? Who knows? The face is definitely dead, the owner of the face."
As if that's not cryptic enough, he adds this caveat: "At the start of the season I am very much alive." Williams then giggles and says: "We'll see how long that lasts."
Clue 4: Sam confronts his father
When Samwell Tarly first appeared on our screens, it was largely for comic relief. But five seasons in, the bumbling coward has gone and an unlikely hero has emerged. A hero who's now ready to show the world how far he's come.
Actor John Bradley, who plays Sam, says it's the season he's been waiting for.
"Stuff happens in this season that I really wanted to happen.
"He goes home to Hornhill and confronts his father, which I really wanted to happen. Because I really wanted everyone to see the difference between the Sam who left and the Sam who returned."
He also has some words for the doubters, who have raised concerns around the upcoming season as it moves beyond the books.
"The thing about George and the show is that George is heavily involved with the show. Nothing's going to happen that he doesn't want to happen. He produces the show, he writes episodes ... It's not like we've wrestled it out of his hands and said 'you stay out of it now'.
"Everything is faithful to what George wants for the show ... Anything that happens is going to have his blessing."
Clue 5: Melisandre has a meltdown
At the end of season five, the Red Priestess Melisandre was a little lost for words after sacrificing Stannis' young daughter, Shireen, only to discover her dark magic hasn't worked and Stannis' army has deserted him.
As Melisandre flees back to Castle Black, Stannis goes down swinging, eventually meeting a brutal end at the hands of Brienne of Tarth.
"It's not worked out for me," laughs actress Carice van Houten.
"We've left my character in a really bad state. We've never seen her so shaken and out of control. Confused and vulnerable. She can't even speak she's so completely thrown."
So where does that leave her?
The once cool, calm and collected Melisandre is heading for the deep end. "All of a sudden, we see her, like, 'Oh my God, what happened?' It's my favourite season so far."
The death of Stannis will also drive Melisandre and Davos closer together.
"In a bizarre way, the two of them are in a very similar position," explains Liam Cunningham, who plays Davos.
"Their reason for being on the show has been taken away from them. It's going to be very interesting where Davos ends up. If he even has a job or whether he's destroyed."
Likewise, he says, Melisandre's fate is uncertain.
"Her faith is shaken, she's not the person that we met. It's incredibly interesting to see where that story is going to go."