Melisandre is a major character in the second, third, fourth, fifth and sixth seasons.
Opening scenes reveal that Jon Snow is actually dead, and that his faithful brothers of the night's watch have recovered his body and laid it flat on an ice cold slab. So looks like he's not getting resurrected this week. Melisandre, the Red Priestess's meeting with Davos, was interesting to see because of Davos's sudden interest in siding with her to overthrow the iron throne. Finally, Sansa and Theon survive the fall and are on the run. Brienne's oath to Lady Stark has seen the light of day when she rescued Sansa from Bolton's army and Theon too, got some piece of action. He got to save Pod and the whole action sequence was intense but sweet. Finally, the sand snakes return this season with a rushed up capture of Drone and back in the King's landing, Cersei learns of her daughter's demise. Lena Headey has acted exceptionally well in that scene with just her facial expressions conveying the message! The creepy reveal at the end of the first episode is definitely intriguing! The Red Woman, Melisandre is seen in her private room, where she thinks a lot and after a few moments heads to the mirror to look at herself. She disrobes herself to reveal a gorgeous sexy body wearing nothing but a ruby studded necklace just like in the Titanic! The instant she removes that necklace a hideous old wrinkled, almost bald woman is shown and it's damn creepy in the reflection. Is that the cost the Red Priest and Priestess have to pay to be that powerful? Perhaps, maybe. The much anticipated episode has failed to answer a lot of questions that put the whole previous season on a bloody cliffhanger! It's too soon to say we guess. Maybe half way through the season it may all seem to fit this one giant puzzle. Let's wait and watch how this completely off the books TV show manages to stay afloat in the bloody pool of uncertainty.