This article contains spoilers for Season 8, Episode 5 of Game of Thrones.

Game of Thrones fans don't just watch the show, they theorise. About everything. About prophecies or would-be prophecies from even the most minor characters. About plot lines and details from the books that aren't even hinted at on the show. About unresolved mysteries and the unifying Theories of Everything that may explain them, no matter how outlandishly.

Now that we've nearly reached the end, here are a few remaining theories that may help clarify some of the show's remaining mysteries or predict its final moments, in order of plausibility:

The Prince or Princess Who Was Promised

Azor Ahai was an ancient hero whom followers of the Lord of Light believe is destined to be reborn as the Prince or Princess Who Was Promised. Melisandre believed this was Stannis, then she believed it was Jon, then she seemed to believe that Jon and Daenerys together might have something to do with it. The rest of the Red Temple priests and priestesses have been preaching all along that this is Daenerys.

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According to prophecy, the revenant Azor Ahai is meant to prevent the Long Night, just as the original did thousands of years ago. One could argue, then, that Arya fulfilled that role, having killed the Night King. Still others believe that it will be a child born to Jon and Dany if she's not as infertile as she thinks. (And if Jon ever decides he's OK with incest. And if she lives long enough to find out).

But Azor Ahai had to sacrifice his beloved, Nissa Nissa, in order to defeat the darkness last time. Prophecy says the coming hero would have to do the same. If Jon is the new Azor Ahai, that might mean he would have to kill Dany. He certainly has reason to now.

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There is a dragon under Winterfell

What do you think is heating the castle? According to canon, it's the natural hot springs in and around Winterfell, which are used to geothermally heat its structures. But some fans think that system is heated by a dragon who's just hanging out underground. That seems unlikely.

Others believe a related theory based on a visit by Queen Alysanne Targaryen to Winterfell; rumour has it that her mount left a clutch of eggs behind. Perhaps during the post-battle cleanup, someone will find them.

Bran is all Brans

Bran Stark has been rather busy, according to some fans, altering a number of timelines and inhabiting the space of multiple Brandon Starks, including the infamous Bran the Builder, who gave Westeros the Wall. As with the "Bran is the Night King" theory that was so popular before the Night King died, this doesn't seem to be where the show is heading.

Is Tyrion Lannister a secret Targaryen. Photo / Supplied
Is Tyrion Lannister a secret Targaryen. Photo / Supplied

Tyrion is a secret Targaryen

This is fueled by some fans who believe King Aerys II impregnated Joanna Lannister, Tywin's wife, making Dany and Tyrion half-siblings. Aerys certainly lusted for Joanna, and he apparently took some liberties with her during Tywin and Joanna's wedding-and-bedding ceremony. But did they have an affair, as Aerys' wife seemed to suspect? Or did he rape Joanna?

It's impossible to know, but if Tywin had any reason to suspect that Tyrion wasn't his child, he probably would have carried through with his plans to kill him as an infant. At any rate, this is a theory that Peter Dinklage himself has debunked.

Varys is a merman

How did he travel so fast between Pentos and Meereen? He swam, some fans say. Conleth Hill, who plays Varys, said in a recent interview that they may have smoked too much marijuana.

"I still don't get it," he said. "Does it mean people think I have a fish tail? Varys stands up on dry land."

The Valonqar Prophecy

Was Cersei's death — in the arms of her (ever-so-slightly-younger twin brother) Jaime — the fulfilment of a prophecy once uttered by a woods witch? We saw part of that prophecy in Season 5, when that witch, Maggy the Frog, predicted that Cersei would wed the king, not the prince; that she would be queen until a younger, more beautiful rival came along to cast her down; that the king would have 20 children and she would have three; and that her children would die: "Gold will be their crowns, gold their shrouds." [Cackles witchily.]

Maggy's prophecy continues in the books, however: "And when your tears have drowned you," she says, "the valonqar shall wrap his hands around your pale white throat and choke the life from you." Valonqar is a High Valyrian word for "little brother" (or male cousin), and so some readers interpreted this to be about Jaime. Cersei thought it was about Tyrion.

Jaime's hand was at Cersei's throat during their mutual death scene, but he definitely didn't choke her, voiding this aspect of the prophecy according to any but the loosest, most figurative interpretations.