In a rare flashback for Game of Thrones, the new season begins with a look at young Cersei's past.
The young girl is curious about her future, so she and a friend visit a witch in the woods. Cersei learns she will be queen, however another younger woman will replace her. The witch also informs her she will bear three blonde children, but none will live long.
We rejoin Cersei in the present as she arrives at her father's funeral. Inside, she and Jaime discuss the future of the Lannisters. The two agree Tywin's death has left them vulnerable, and she blames both her brothers.
Elsewhere, Tyrion stumbles out of a crate and is greeted by Varys. Tyrion learns the Spider is just one of many looking to reinstate a Targaryen ruler. Naturally, Tyrion wonders why Varys would take such a huge risk by saving his life. "I did it for the Seven Kingdoms," Varys tells him. Though Tyrion will never be crowned king, he could serve as advisor to Daenerys Targaryen. This proposition interests Tyrion and he agrees to ride to Meereen with Varys.
In Meereen, several Unsullied topple the Great Pyramid's golden harpy statue. Once the statue crashes to the ground, a soldier heads into town and visits a brothel. Suddenly, an assassin slits his throat leaving his harpy mask behind.
Queen Daenerys is quite upset when she hears this news and vows that his killers will be brought to justice. White Rat's public burial should bring those responsible out in the open.
Everyone offers Cersei their condolences, and she is surprised by cousin Lancel and his appearance. "They call themselves Sparrows," her uncle explains. Lancel later approaches Cersei begging forgiveness for their affair; among other things. He talks of the Faith of the Seven, but Cersei simply laughs him off.
Margaery interrupts Loras and Olyvar while in bed together. She sends Olyvar away and warns Loras to be more discreet. He refuses, saying everyone knows about him anyway and with Tywin dead there will be no wedding for him and Cersei.
Daario Naharis and Hizdahr zo Loraq return from their mission in Yunkai. "Politics is the art of compromise" Hizdahr tells Dany and informs her the former masters would like the fighting pits reopened. Dany has no interest in reopening the pits, but later that night Daario recommends she consider it.
He shares his story and explains how the pits changed his life at sixteen and made him famous. He tells her honestly, as the Mother of Dragons she should use them as a show of strength. Unfortunately, when Dany visits Viserion and Rhaegal in the catacombs they're not too pleased to see her.
At Castle Black, Jon Snow trains Olly until Melisandre appears. The Red Woman brings him to King Stannis, who explains that if Mance kneels before him and the wildlings join his army, they will become citizens with land of their own on which to settle.
Jon visits Mance, knowing full well the King Beyond the Wall will never kneel before Stannis. Though he’s afraid of being burnt alive, he will do so rather than betray everything he believes in.
Stannis confronts Mance and asks him to bend the knee one last time. Mance refuses saying "I wish you good fortune in the wars to come." Mance is handcuffed to a stake, and as everyone looks on Melisandre lights the pyre. As Mance burns, Jon looks on in horror and fires an arrow into his heart. Stannis will not be pleased by this act of mercy.