Battle of the Bastards - S6-E9
Character mistake: When Theon and Yara are given an audience with Daenerys, Tyrion remarks to Theon that when they last saw each other at Winterfell, Theon was making jokes about Tyrion being a dwarf. The mockery was actually the other way around: Tyrion mocked Theon for being a glorified and subservient hostage of the Starks, as well as taking potshots at the foolish strategy of the Greyjoy rebellion.







Chosen answer: Well Magic does come to mind. The White Walkers bring with them the winter. Because of this, the seasons are very unpredictable. "Winter Is Coming" refers to this.
lionhead