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It is the first time that the Valyrian phrase 'Valar Morghulis' is given its proper response 'Valar Dohaeris' on-screen.
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Tywin Lannister blackmailing Olenna Tyrell by threatening to appoint her grandson Loras as member of the Kingsguard (thereby preventing him from furthering the Tyrell name) is both ironic and hypocritical. It is well established in Game of Thrones lore that Tywin was furious when the Mad King did the same to him: when their relation deteriorated, the king appointed Tywin's son Jaime to the Kingsguard, thereby effectively robbing Tywin of his heir just to spite him.
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The title refers either to the Wildlings' climb to the top of the Wall, or to Littlefinger's metaphor of chaos as ladder and the fate of those who try or refuse to climb it, as "the climb is all there is".
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The conversation between Thoros and Melisandre is the first time High Valyrian has been identified as such, and also the first time it featured in an extended dialogue.
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In the book, Jon and Ygritte do not scale the Wall themselves, but a group led by a wildling called Jarl (Tormund and Orell are not with the group). Large chunks of ice break off, killing Jarl and several others; the ones that reach the top lower down ropes, with which they pull up rope ladders that go up all the way. Jon and Ygritte use one of these ladders to climb to the top, and once above, she reveals what was the secret power that the wildlings were looking for in the Frostfangs: the legendary Horn of Winter, which was used many years ago by the King-Beyond-the-Wall Joruman to wake giants from the earth. Ygritte and Mance Rayder claim that blowing the horn will also bring down the Wall.
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The conversation between Tywin and Lady Olenna Tyrell is a condensation of a larger subplot in the books, where Tywin doesn't speak with Olenna but her son Mace at a much later time. Tywin offers to marry Cersei to Willas, Loras' elder brother and heir of House Tyrell (omitted from the show). However, Olenna vetoes it, mainly to spite Tywin for wedding Sansa Stark off to Tyrion (Olenna had hoped that Willas could marry Sansa), but also because she claims that Cersei is "too old and too used" for her precious grandson. Loras is never considered because as a member of the Kingsguard, he is forbidden from marriage. Tywin doesn't mention the offer again and goes looking for other marriage candidates; he never blackmails the Tyrells into agreeing by threatening to appoint their heir as a Kingsguard member.
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Real dead rabbits were used for the rabbit-skinning scene, which took numerous takes, meaning that new dead rabbits had to be skinned each time. In the book, Meera hunts for fish and frogs instead of rabbits; Osha is not there as she has already split off from the group with Rickon and Hodor.
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Melisandre tells Thoros of Myr that "the High Priest gave you a mission: turn King Robert away from his idols and towards the Lord of Light", but Thoros replies that he failed. The episode 'Lord of Light' on the Season 3 Bluray bonus features 'Histories & Lore' explains that the High Priest had foreseen Robert Baratheon becoming ruler of the Seven Kingdoms, so Thoros was sent to Westeros to convert Robert, hoping that he would make the faith of the Lord of Light the dominant religion on the entire continent upon his ascension. However, by that time, Robert was only interested in fighting, whoring and drinking, and with Thoros' own faith wavering, he was content to join Robert in all that debauchery. Melisandre herself had more luck with Stannis Baratheon. In the books, Thoros also tried to convert the Mad King, as his obsession with fire would probably make him more receptive to the Lord of Light, but the king died before he could succeed; he stuck around for king Robert, but was even less successful.
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Neither the show nor the books make it clear if Tywin Lannister really believes that the rumors about Jaime and Cersei's incestuous relationship are malicious lies, or that he has his suspicions but chooses to pass the rumors off as lies anyway.
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Being highborn, Arya must have had some education in High Valyrian from the Maesters as is customary for noble children (as she had in the book). However, according to series linguist David J. Peterson, with Arya being only 10 years old, she probably doesn't know enough to understand the conversation between Thoros and Melissandre.
Brynden Tully's annoyance with his nephew Edmure for not wanting to marry Roslin Frey to strengthen Robb's position is somewhat hypocritical: Brynden himself refused all marriage candidates whom his brother (and Edmure's father) Hoster Tully proposed to him in order to strengthen House Tully, which is where much of the animosity between the brothers came from. Although in Brynden's defense, he feels that Edmure owes Robb this favor, for failing to kill The Mountain in Game of Thrones: Walk of Punishment (2013). In the books, Brynden acknowledges that he cannot ask this of Edmure given his own personal history, but also reminds him that he has something to make up to Robb.
For the first time, it is confirmed on screen that the Wall is 700 feet (213 meters) tall. As mentioned by Tormund, the Night's Watch always cuts down the trees within a mile of the Wall so that the Wildlings cannot use them as cover during an ambush; the fact that trees now grow so close to the Wall indicates that most castles along the Wall are no longer manned by the Watch. Note the pile of rubble behind Tormund: this used to be a tunnel through the Wall, but whenever a castle was deserted, its tunnel was collapsed to prevent the Wildings from using it, so they are now forced to climb over it instead.
In the books, Jaime doesn't request to Roose Bolton to send Brienne along with him; Roose wants to keep her at Harrenhal for the entertainment of Vargo Hoat (changed to Locke on the show), not because of treason. The dress that Brienne has to wear belonged to Lady Whent, the former lady of Harrenhal. The dress is way too big and ill-fitting, and Brienne has to take care not to expose certain body parts. On the show, Brienne's dress was specifically designed to be well-fitting and beautiful, and make her uncomfortable because it forces her to express the stereotypical femininity that she has eschewed for so long by wearing armor and male garments.
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Last Hearth, as mentioned by Theon's torturer, is held by Greatjon Umber, a Stark bannerman. It is the northernmost castle associated with a noble house, and closest to the Wall. Karhold, which is close by to the east, is held by the Karstarks, who no longer support the Starks in the wake of Rickard Karstark's execution in Game of Thrones: Kissed by Fire (2013).
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Tyrion asks Cersei whether it was her who order Ser Mandon Moore to kill him in Game of Thrones: Blackwater (2012); she remains silent, so he strongly suspects that it must have been Joffrey. In the novels, the conversation doesn't happen, and it is never explicitly revealed who ordered Moore either, but Tyrion deduces that only Cersei and Joffrey could have ordered a member of the Kingsguard, and only Joffrey would be stupid enough to stage a public assassination that can be so easily traced back to him.
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Melisandre and Arya meet in this episode, resulting in Melisandre's infamous prophecy about seeing eyes staring from a darkness in Arya, which she will close forever. In the novels, Melisandre never meets the Brotherhood without Banners; the prophecy about Arya is inspired by a chapter in 'A Storm of Swords' where Arya and the Brotherhood camp at High Heart to meet 'The Ghost of High Heart', a decrepit, elderly dwarf woman who has dreams of the future. The 'Ghost' at first remarks on the smell of death coming from Lord Beric Dondarrion, who has been killed and resurrected many times at this point. She later realizes the stench comes from Arya, whom she calls Wolf Child and Blood Child. She begins to tremble and cry, telling that Arya has darkness inside her, and is cruel for bringing such grief to her.
In the books, Lothar Frey and Walder Rivers (not Black Walder) are at Riverrun to negotiate a pact with the Starks. They first inform them of the destruction of Winterfell and the death of Ser Rodrik Cassel, falsely claiming that the Ironborn are responsible for both and that Theon has been brought to the Dreadfort; Roose Bolton later confirms this, even though it was his bastard son Ramsay who did all this. It is not the Freys but the Starks who propose to marry Edmure to one of Walder Frey's daughters, and the Freys never request Harrenhal.
Arya never fires an arrow in the books, not during her time at Winterfell, nor with the Brotherhood, because she simply lacks the strength to draw a bow. Anguy offers to make her a lighter bow, but never does.
In the novel, Sansa and Loras Tyrell never grow close because Sansa has been promised to Loras' older brother Willas (who is not on the show). Her marriage to Tyrion occurs much earlier, just prior to Hoster Tully's death, and she never learns in advance from Tyrion; when Littlefinger informs the Lannisters of the Tyrell plot, they quickly arrange the marriage, and Sansa is unwittingly pulled from her room and taken directly to the wedding ceremony. Sansa also doesn't have a close relationship with Shae, who is already aware of the marriage through several gossip channels before Tyrion tells her. In contrast to the show, Shae is indifferent to the news, which convinces Tyrion that she has no real feelings for him.
In the novels, the Brotherhood Without Banners never encounters Melisandre as she never travels to the Riverlands to search for royal blood. Gendry is not sold to her; he remains with the Brotherhood and is eventually knighted. Gendry's story line on the show was combined with that of Edric Storm in the books, another bastard son of Robert Baratheon who was taken to Dragonstone by Stannis after he conquered Storm's End, initially to use him as leverage against Cersei. After Stannis' defeat at Blackwater Bay, Melisandre believes that Edric's royal blood can be used in a ritual sacrifice.
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With the death of Ros (Esmé Bianco), she is one of the characters who has extended her presence far beyond the books. Although there is technically no character called Ros in the books, she was based on a "red-haired whore" mentioned briefly in the first novel. Bianco was originally only meant to appear in the pilot, but was kept because the producers were impressed with her performance. Ros became an amalgamation of several book characters throughout the first three seasons because the writers wanted to include a member of the common people, who are too often take for granted by the nobility. They also found that backstory and subplots were easier to introduce to the audience when they did this through a familiar character like Ros.
Many viewers of the show believe that Melissandre's prophecy ('I see a darkness in you. And in that darkness, eyes staring back at me. Brown eyes, blue eyes, green eyes. Eyes you'll shut forever. We will meet again.') is finally fulfilled in Game of Thrones: The Long Night (2019).
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In the book, Littlefinger never offered Sansa to come with him directly; he offered her an escape from the capital via the disgraced knight Ser Dontos Hollard, and she remains unaware that Hollard works for him. However, she declines when she is requested to join House Tyrell through marriage, despite Hollard's warnings that the Tyrells only want her to gain control of the North. Sadly, this never happens when the Lannisters foil the plan. Littlefinger soon leaves King's Landing on a mission to marry Lysa Arryn and get the Vale under the crown's control; he never has his conversation with Varys, so his famous monologue about "chaos is a ladder" is an invention of the show.
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