Many characters have died throughout the years, however, two of them might re-appear this season.
1- Shae
Shae has been seen in the Game of Thrones filming set in Finland. It remains unknown whether she’s still alive or is dead. Tyrion probably didn’t suffocate her to death, or it could be that Tyrion will remember Shae this season.
2- Catelyn Stark / Lady Stoneheart
In the books, after Catelyn was killed and thrown in the river by the Freys’ The “Brotherhood without banners” found her, and Thoros of Myr resurrected her by sacrificing Beric Dondarion’s life as per Beric’s request. She was reborn with vengeance and is now the leader of the “Brotherhood without banners” and planning to kill the Freys and revenge her family.
It might not be a coincidence that we have seen the brotherhoods in the last episode killing The Hounds’ friends. They definitely re-appeared for a reason.
If you forgot who Thoros of Myr and Beric Dondarion are, check the below images:
