SPOILERS FOR THE ENDING OF GAME OF THRONES SEASON 5 FOLLOW.
Areas likely to be of interest in Season 6 (click for larger version).
State of Play
The War of the Five Kings has effectively ended in total victory for the combined, allied forces of House Lannister, House Tyrell, House Bolton and House Frey. The last major challenge to their rule was the army commanded by the self-styled King Stannis Baratheon, but this army has been defeated in a battle outside Winterfell. Stannis is dead, along with his wife and his only daughter and heir. The surviving forces loyal to House Baratheon have scattered, some returning to the Wall and others fleeing elsewhere.
There are a couple of remaining matters to be cleared up, however. Riverrun remains defiant, House Tully continuing to defy the will of the Iron Throne despite the capture of Lord Edmure Tully at the Red Wedding. Some of the northern houses have also not yet sworn fealty to House Bolton as the new overlords of the North, with the Mormonts of Bear Island, Karstarks of Karhold and Umbers of Last Hearth proving particularly troublesome. With Stannis defeated, however, the Boltons should be able to turn their attention to resolving these issues and bringing the truculent houses to heel. However, Queen Regent Cersei Lannister and the council are also now aware that Lord Roose Bolton has married his son Ramsay to the fugitive Sansa Stark in secret, and count this as an act of defiance bordering on treason. The outcome of this remains unknown.
In King's Landing, things are not as victorious as they should be. Queen Regent Cersei Lannister has, against some advice, reinstated and rearmed the Faith Militant, the crusading wing of the Faith of the Seven. The new High Septon has had both Cersei and Queen Margaery Tyrell arrested for crimes against the faith and against morality, along with the queen's brother Loras. The entreaties of King Tommen and his uncle, Ser Kevan Lannister, have resulted in Cersei being allowed to return to the Red Keep having undertaken a "Walk of Shame" through the streets of the capital. Cersei and Margaery both now have to stand trial, with Cersei planning a trial of combat using her new champion and the latest member of the Kingsguard: a mysterious and large knight known as Ser Robert Strong. The Lannister-Tyrell alliance holds, but is fragile due to the role played by Cersei in Margaery and Loras's arrest.
In the south, House Martell of Dorne had agreed to an alliance with the Iron Throne in return for the marriage of Princess Myrcella Baratheon to Prince Trystane Martell. However, Myrcella has died on the voyage back from Sunspear, with some evidence that she was poisoned. The impact of this on the political climate remains to be seen, but will likely not be peaceful.
Meanwhile, Lord Petyr Baelish has take over the rule of the Vale of Arryn. He has taken Lord Robin Arryn well in hand and won the loyalty of several of the Vale's major houses (not to mention their large armies, which did not see battle during the war and remain fresh). Petyr remains, apparently, a loyal subject of the crown.
The political state of play at the start of Season 6. With Stannis Baratheon dead, it is likely that his forces will either scatter or come under the control of another side.
In the west, the ironborn continue to raid the coastlands and Balon Greyjoy continues to style himself King of the Iron Islands. With the rest of Westeros coming to heel under the Lannisters, the time may be coming when the ironborn will also face the might of the Iron Throne. But rumour speaks of the return of Balon Greyjoy's black-hearted brother Euron, one of the most feared ship captains and reavers on all the oceans of the world.
On the Wall, the Night's Watch is in turmoil. The decision to ally with the wildlings only days after they launched a devastating assault on the Wall was highly controversial and now thousands of wildlings have been allowed into the lands south of the Wall. However, many brothers of the Watch also saw the dead rise in unspeakable numbers at the Battle of Hardhome and massacre thousands of wildlings, only for those to be raised up as well. They also report seeing the White Walkers in the fullness of their power. The apparent need for unity between the Watch and the wildlings has been shattered following the brutal murder of Jon Snow, Lord Commander of the Night's Watch, at the hands of his own men, led by Ser Alliser Thorne. The result will likely be bloody: Jon has his followers and allies among the Watch, and the surviving forces loyal to Stannis and the red woman, Melisandre, also favoured the alliance. The disposition of the wildlings themselves, who counted Jon as a friend and ally, is also unlikely to be favourable. The Watch may yet rue the betrayal and murder of Lord Snow.
Far beyond the Wall, deep in the Haunted Forest, lies a cave still inhabited by the near-mythical children of the forest. In that cave the Three-Eyed Raven has been teaching Bran Stark the secrets of the greenseers and seeing through the weirwood trees. This ability may yet give hope in the struggle against the endless winter that is to come.
In the distant east, the cities of Slaver's Bay remain in turmoil. Daenerys Targaryen has disappeared, spirited out of the Great Pit in Meereen by her dragon, Drogon and carried north into the endless grassplains of the Dothraki Sea. Whilst her allies search for her, Tyrion Lannister and the eunuch Lord Varys rule in Meereen. They have to crush the rebellion of the Sons of the Harpy, defy the foreign powers clamouring for Meereen to re-open the slave trade and ensure a lasting peace is built so that Daenerys, when and if she returns, can turn her eye to the true prize: the Iron Throne of Westeros.
Season 6 of Game of Thrones starts airing on HBO in the United States on Sunday 24 April. Sky Atlantic will follow up in the UK a day later.