Warning: Massive spoilers ahead
Prophecies are, you know, a double edge sword. You have to handle them very carefully; I mean, they can add depth and interest to a book, but you don't want to be too literal or too easy.
George RR Martin, 2012
1. Jaime will kill Cersei
Since adolescence Cersei has been haunted by Lannisport fortune teller Maggy the Frog warning her she would have the life throttled out of her by 'the valonqar', High Valyrian for 'little brother'.
Cersei always presumed this referred to her brother Tyrion, her junior by nine years, and she has reserved a special hatred for him ever since. But in fact she has two younger brothers, her twin Jaime arrived in Westeros several moments after her.
The incestuous relationship between Cersei and Jaime has become almost non-existent since the death of their son Joffrey - evident in the horrific rape scene at the site of the child king's tomb.
2. Jon Snow is a Targaryen
This one is as old as the children of the forest, so much so that forum users have a special shorthand (R+L=J) for it.
The idea is that Jon Snow (J in the equation) is not the bastard son of Ned Stark but the result of an ill-advised union between Rhaegar Targaryen (R) and Lyanna Stark (L) that effectively prompted Robert's Rebellion and the end of the Targaryen dynasty.
The evidence supporting this theory is almost overwhelming (re-read Ned's final POV chapter in Game Of Thrones while he languishes in the dungeons of the Red Keep); the only doubt being that George RR Martin may change his mind given that so many readers appear to have worked out one of the central mysteries of A Song Of Ice And Fire.
3. Jon Snow isn't dead
Jon Snow's apparent death at the hands of his Night's Watch brothers at the end of A Dance With Dragons still came as a surprise even with George RR Martin's penchant for killing off well-liked characters in mind.
Especially as without the Lord Commander of the Night's Watch there is no one to act as a POV character for the events taking place at the Wall.
The thought of Jon dying without learning his true parentage is especially painful, but it is more likely he has survived through warging into his direwolf Ghost or via the intervention of Melisandre and her blood magic.
4. Stannis will kill Melisandre
The red priestess believes Stannis Baratheon, by his reckoning the one true king, to be Azor Ahai reborn - a legendary hero destined to defeat the Great Other, one of two gods in the R'hllor faith.
Melisandre has already proclaimed Stannis the wielder of Lightbringer after he pulled a flaming sword from the burning statues of the Seven on Dragonstone - Lightbringer being the sword forged by Azor Ahai driving it into his wife Nissa Nissa's chest in a mythical age.
Perhaps Melisandre should be careful what she wishes for...
5. The Great Other and the Old Gods are the same thing
Or in other words, R'hllor himself is the Great Other, the inexorable supernatural terror that has been at the heart of A Song Of Ice And Fire since the prologue of Game Of Thrones.
The Red God has seen his influence grow in Westeros thanks to the actions of Melisandre, Stannis, Beric Dondarrion and Thoros of Myr among others.
Adherents of the God of Flame and Shadow believe R'hllor and the Great Other are supposedly locked in an eternal struggle over the fate of the world - a battle that will end when Azor Ahai returns with Lightbringer and dragons are raised from stone.
But does a religion that turns child slaves into priests, prostitutes or fighters, and which practises human sacrifice, really sound like the actions of a Lord of Light?
Melisandre has already had a premonition of Bran and the Three-Eyed Crow north of the Wall as champions of the Great Other.
An evil religion seems a much likelier twist from George RR Martin than an evil Bran.
6. Tyrion is the third head of the dragon
Maester Aemon dies lamenting the need of three Targaryens to conquer Westeros, while in the House of the Undying in Qarth Daenerys sees an image of her older brother Rhaegar naming his baby son Aegon and prophesising the 'dragon has three heads'.
Daenerys, who incidentally has three dragons, is almost certainly one of the three, and her nephew Aegon, who has seemingly reappeared alive and well years after his apparent death as a newborn in the sack of King's Landing, is likely to be the second.
There are several contenders for the third 'head', from Jon Snow to Bran Stark and Tyrion to Victarion Greyjoy.
Tyrion being revealed as the bastard son of the Mad King and not Tywin would anger many fans, but nevertheless there would be a large degree of poetic justice to George RR Martin's self-confessed favourite character returning from Essos to overthrow his hated former family on the back of a fire-breathing monster.
7. Daario Naharis and Euron Greyjoy are the same person
This one is so confusing and complex that it's best left to this very detailed video explanation from Alt Shift X.