Well, not a lot happened, did it? Still, that's sort of the point.
(Game of Thrones spoilers below the fold. As always I'll not be discussing specifics of the books past the point the show is up to. I will though be talking about the tone of book four, so if that's too much for you; best skip this post.)
It's hard for me to process The Wars To Come without referring to the history of Martin's struggles in producing the original books. So with apologies to the Unsullied who couldn't give two shits about the novels, and the die-hard readers who already know all this, here's a quick summary of why this episode exists at all.
The book almost half this season will be based on, A Feast For Crows, was never supposed to be. Martin had planned a five year gap between the last chapter of A Storm Of Swords and A Dance With Dragons, with any significant events in-between being recapped via flashback (which makes the initial scene of this season rather fitting). Ultimately, this approach didn't work, or at least, there were enough characters for which it didn't work that Martin abandoned the whole idea, instead writing AFFC to bridge the gap (whilst bringing forward various plot-lines, which is why the Stark children are older in the show than the books; so they can be roughly as old as Martin intended them to be in ADWD).
It would perhaps be uncharitable to suggest that the fact Martin found himself forced to cover material he originally thought best skipped was bound to create a less than thrilling book. Uncharitable is not untrue, of course, But at least part of the reason AFFC gets a bad rep, I think, is that it's intended to work as a lull between storms, and we've yet to see the second storm hit. AFFC isn't just slow, it's sombre. Sepulchral. It's title makes clear its purpose: an opportunity to take a look around a shattered country and count the cost. To note that it's only the carrion birds who seem to have won.
Another way to put this is that the fourth book - and hence, much of this season - is a mid-point between the War of the Five Kings and whatever is coming next. Between the wars that have been and the wars to come. In this sense Jon Snow's arrow at the end of the episode represents the final shot of the old wars. Perhaps we should take comfort in it being an act of mercy, since it replaces Tyrion shafting his own father (no, I have no shame). Indeed, it mirrors that previous shot; Mance Rayder isn't an obvious choice for a figure for Jon, but with Lord Eddard and Jeor Mormont dead and Benjen Stark MIA, there's not really anyone else to fill the role. And besides, it's by no means clear that Rayder acted as less of a father to Jon Snow than Tywin Lannister did to his youngest child (note also that neither knew their mother, with popular fan theories suggesting Jon's mother died in childbirth just as did Tyrion's). The implication is clear: the bloodshed suffered through is destined to be repeated, and soon, but perhaps this time mercy will win out, albeit a form of mercy shot through with Martin's trademark violent melancholy.
But if Jon's act of conscience suggests Westeros might not yet be irrevocably doomed, it's certainly not a slam dunk. The show is careful to remind us of that when it spends the first three scenes of season five with the Lannisters. With the clan scattered by geography and/or accusations of betrayal, and the patriarch dead, the "pompous, ponderous c***s" would now seem to be the driving force of the narrative to the same extent the Starks were in season two, which is to say first amongst equals. The difference is course that the Starks had purpose, though the obstacles before them seemed insurmountable. The three Lannister siblings have lost whatever purpose they had and collapsed into obsessions with vengeance, paranoia, and alcoholism respectively (poor Varys; I wonder how long he's felt he's cleaning up the nobility's shit and throwing it where no-one can see). Fighting amongst themselves and within themselves. It would seem the long-departed Robert Baratheon was right all along: once the war is done everything collapses into chaos and back-biting pretty damn quick. Hell, even Brienne is being a pain in the arse. You know, even more than usual.
But whilst some are taking advantage of the break in hostilities to lash out at each other or themselves, other forces see the lull as a chance to gather their strength. What people forget about AFFC is that the first half of A Game Of Thrones (and the first four or so episodes of the show) felt just like this; a meandering exploration of a fantasy world which only seemed as (comparatively) quiet as it did because we weren't aware of what was gearing up behind the scenes. The show gets to make this much more explicit, partially because unlike AFFC it gets to include all of its main players (Martin left almost everyone from north of the Iron Islands or east of King's Landing out of book four for reasons of space) and partially because it can show us events beyond what the book's viewpoint characters could see.
This could well be why once we've run through the opening scenes of Lannister disharmony we move on to a luckless Unsullied and his unsettling execution. The design of the Sons of the Harpy is wonderful; a classic demonstration of the things the show can do better than the books could hope to. But it's also a statement of intent: things will be coming for you that you have no hope of seeing. The continent-sized wars of the early game have given way to something else; something quieter but no less lethal. I used to joke that A Feast For Crows could be better named A Pack Of Lies because what little actually did seem to happen (about the only non-spoiler example I can give is the Hound's presumed death after Arya abandons him at the end of season four) take place "off-screen" and therefore struck me as misunderstandings or disinformation. But focussing on what we're told that isn't true distracts us from what we aren't being told. That's what should concern us. We were young and blithe and naive once, and we got blindsided. Twice. Two consecutive lords of Winterfell are dead and gone, and we were shocked each time because we thought we knew how this game was played.
We didn't. We still don't. All we know is that we don't know. The killers are lurking in the dark. Things are feasting out in the corners of the world, growing out of sight, becoming ever more dangerous, like feral dragons in an underground prison. We should fear to let those things grow stronger. Winter is coming, and so are the wars.
The only questions are when they will start, and how many people will die in the so-called "peace time" that lies in between.
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