Arya's wolf Nymeria is an interesting character in herself. Really curious where RR Martin is going with her in the books. I won't say much as it'll spoil what's to come, but yeah... He makes a Wolf an awesome character. Sorry, Direwolf
I'd assume every episode will have a cliffhanger, each chapter normally ends with one. Which means you're frantically reading to get back to that characters POV, only to have a cliffhanger on the previous chapter/character again. I read them so quickly due to that.
The finale will have people pulling their hair out that's for sure