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But next season, all bets are off. Fans will only partially be able to lean on what they've read in the books as the show surpasses George R.R. Martin's published novels. That has put the theory mill into overdrive.
What will the producers come up with for season six when it arrives April 24? There are very few indications of where they're going next.
So fans have been combining what they know to be true from the show with what hasn't appeared yet from the books, then piecing together what actors have been saying in interviews, photos from the set, and comparing everything against the newly released season-six trailer.
From hidden blood ties to big conspiracies, here are the most popular "Game of Thrones" fan theories:
Warning: TV show and book spoilers ahead.