That was quite the episode, and now I'm just going to sit here and sulk while re-watching the entire series.
First, we see that the Unsullied and the Dothraki have arrived at King's Landing, meaning that Daenerys, Jon, and the others aren't far behind. Jaime and Bronn realize that there's no way that their army can defeat Daenerys'. Bronn later escorts the latter party to King's Landing to meet with Cersei (although Daenerys isn't with them). Cue a bittersweet reunion with Brienne and Sandor. And Tyrion and Podrick. And Tyrion and Bronn. Yeah, lots of reunions.
Cersei arrives soon enough with her brood and demands where Daenerys is. Sure enough, in rides Daenerys on Drogon, with Rhaegal right behind them. Talk about making an entrance (and showing off your power).
Tyrion begins the meeting, and Euron decides to be a dick as always. Tyrion and Jon go on to speak that they need to come together to fight a bigger war. Cersei doesn't take either of them seriously so in comes Sandor with the wight, which proceeds to lunge at Jaime and Cersei before it's killed. Euron admits that this is the only thing that's ever terrified him, and decides to flee to the Iron Islands.
Cersei realizes that the army of the dead is a major threat, and agrees to work with them as long as Jon stays in the North and chooses no side. Instead of agreeing, Jon then says that he cannot serve two queens, revealing his allegiance to Daenerys. Jon, I love you buddy, but this was not the time to show your honest Stark side.
Cersei gets up and leaves, taking her offer back, and leaving the others without the Lannister army. Brienne urges Jaime to talk to Cersei, and Tyrion decides to do the same. When Tyrion is about to go into Cersei's chambers, Jaime reveals that she kicked him out after trying to talk to her, and says goodbye to Tyrion in case he doesn't come back out.
Tyrion apologizes for all the ways he's hurt Cersei, with the latter being generally unforgiving. Tyrion later realizes that Cersei is pregnant with her and Jaime's fourth child. He goes back outside to Jon and Daenerys, with Cersei and the gang following him. Cersei then states that she is sending the Lannister army up North to fight the dead.
Back in Winterfell, Littlefinger once again tries to get Sansa to turn against Arya by teaching her how he gets into people's head. Oh honey, you've got a big storm coming.
In Dragonstone, Daenerys and the others discuss battle plans, and decide to sail to White Harbor together. Later, Theon approaches Jon, and tells him how he always does the right thing. Jon forgives him for the things that are in his place to forgive, and tells Theon to go save Yara from his uncle. Theon convinces the rest of the Ironborn as well (after beating up one of them).
Back to Winterfell. Just when it seemed like Arya was being accused of murder and treason, BOOM, both Stark sisters turn on Littlefinger, and accuse him of the murders of Lysa and Jon Arryn, and the betrayal of not only Ned Stark, but the entire House of Stark. Baelish drops to his knees and begs, but it was too late. At Sansa's command, Arya whips out Baelish's own dagger and slits his throat, and that's the end of that.
In King's Landing, Cersei reveals that she was never planning to send the army up North, and that while they were fighting, she would take back Westeros. Jaime feels betrayed, as she never talked to him, the commander, about battle plans, and tries to tell her how they promised. Cersei reveals that Euron is actually going to Essos, where he is picking up an army 20,000 strong. He is adamant on going up North, and Cersei almost has the Mountain kill him, but he walks away. He is then seen riding up North. It's about time Jaime left her, oh my god.
Sam arrives back in Winterfell, and talks with Bran. Bran reveals that Jon's bastard name is actually Sand, since he was born in Dorne, and is the child of Rhaegar Targaryen and Lyanna Stark. Sam reveals even more: Rhaegar and Lyanna were actually married, making Jon not a bastard, and that his real name is Aegon Targaryen, and is the rightful heir to the Iron Throne. Turns out Sam was listening when Gilly dropped this bombshell.
Then cut to Jon and Daenerys screwing each other. Gotta love some aunt-nephew incest!
Back at the Wall, Beric and Tormund notice the White Walkers and the wights marching toward them, 100,000 strong. Not only that, but we see Viserion as a wight, who proceeds to spit ice and crumbles the Wall that had stood for 8,000 years.
This was an epic finale. We got to see so many characters in the same scene that we haven't seen since season one or EVER (in Daenerys and Cersei/Jaime's case). Such a huge cliffhanger though, in a couple of ways, which makes the one/two year wait for season 8 so much WORSE, but I know it's gonna be worth it. At least it better be. If it's not, Benioff and Weiss, winter is coming.