At Castle Black, JON goes for a little midnight ride on learning the news. He practically runs SAM over to make his escape, but after a short chase through the woods, his friends and now brothers convince him to honor his oath to The Night's Watch. In the morning the LORD COMMANDER confronts him about it, but seems pleased that he's returned and mentions that if they killed every man that wandered off for a night that only ghosts would defend the wall. Not that he has any intention of simply standing on the Wall now; the Night's Watch is going to ride north to scout around in force. With more blue eyed corpses turning up, whole villages of Wildlings being abandoned, rangers going missing and reports of great fires in the mountains Mormont has decided that they are going to go get some answers, though perhaps in more of a stab with swords first and ask questions later kind of way.
That's not to say that everyone is taking the news so aggressively. Cersi has taken LANCEL as a slightly less creepy stand in for her brother, kissing cousins being only barely better than incestuous twins. GRAND MAESTER PYCELLE is even getting a little action, though I wish they could have found a less see through night gown for him. The seemingly timid old man is also not without a degree of slyness. We see him limber enough for stretches, and his relations with the whore ROZ are implied, but when he goes to leave his chamber he dons the familiar stooped shoulders and hobbling walk of a man so advanced in his years. Finally, VARYS and LITTLEFINGERS get just a little bit of screen time and have another purely verbal sparring match.
Across the ocean, DAENRYS awakes to find that her son did not survive the child birth and it was said that he came out monstrous, with scales and leathery wings. The ritual has preserved DROGO's life, but only in the most twisted sense of the word. The great Khal is essentially a vegetable, a living body that doesn't respond. Daenrys accuses MIRRI of tricking her, an accusation she is all too willing to accept. She took her revenge for what was done to her people despite being saved by Daenrys. By this point most of the horde has disbanded, they follow strength as JOREH puts it. So when it becomes apparent that the strength of Drogo is not going to return, Daenrys smothers him instead of forcing him to live out such a sad existence. They build a great funeral pyre for him, complete with dragon eggs and a treacherous witch as some extra kindling. With the bon fire lit and crackling, she steps through the fires into the center of it, seemingly choosing to end her life than live on without him.
Or does she? After a fake fade to black, we see Daenrys alive, though naked and a little ashy, untouched by the fire. Remember all those hints to her enduring heats that would normally hurt another person? More importantly though, those petrified dragon eggs just needed a really good incubator because the three are hatched and we end with them screeching out across the plain and what remains of the khal.