Key predictions about how 'Game of Thrones' season 6 will end
By estabilishing a balance between Ice and Fire. Jon and Sansa take back Winterfell from Ramsay bolton. Rickon Stark sacrifices himself in the battle. Jon is legitimised as a Stark and is declared the Lord of Winterfell.
we are interpreting the whole series wrong. We have led to believe that the Others are the bad guys and Dany with her dragons is going to save the whole world.
But, what if, it is exactly the opposite? GRRM is known to work that way. The Others, who are the good guys, and the First Men had an ancient pact, exactly like the one they had with the Children.
The Pact would say that the Others would never cross the Wall, as long as the Men also don't cross it's other side. But, the Nights Watch in the present day has forgotten the ancient pact and keeps going Beyond the Wall these days, (Benjen Stark had led the biggest convoy into the North these days) And that is why the Others are annoyed that the Men are not keeping to their ancient promise.
The wildlings never bothered the Others or disturbed them because they were too scared. Also, they lived in the ice where Others have an upper hand. So, they were living peacefully in the less colder regions of the North, being constantly scared of the Others and the Men. Whereas Craster kept sacrificing his babies to the Others, so they let him stay too.
And now, the Others are angry because of the trespassing and are driving away the wildlings to ensure that the Men would know their mistake soon and would stop crossing their border.
2) The only magical Houses in the whole realm are Starks and Targaryens. There should be some logic behind it too. Maybe, a Stark king was married to an Other princess and thus their bloodline started having some magic in them.
This means that the Pact that the Starks had with the Others could have been a Marriage Pact, thus shows that Starks can warg/greensee. And also that the Wall was supposed to be a sacrosanct border which should not be crossed. Maybe the Nights Watch is supposed to guard the North of the Wall from the Westeros region so that people don't hurt the whitewalkers using fire/dragonglass.
3) The phrase "Winter is coming" is more of a fright warning than a mere indication of the onset of a season. We were led to believe that the Winterfell motto was just because they were scared of the winter and were warning everyone about Winter's consequences. But, whereas it really is a war-cry where Starks themselves represent Winter. It is akin to "Lions are coming/ Wolves are coming". In the same way, Winter Is Coming is a threat or a warning, as they themselves are Winter, thanks to the the Others.
Now, Jon( Assuming R+L=J theory) realizes all this and sees that Dany and her dragons are going to destroy the ancient pact and thus destroy order in the world. He reunites Others, wildlings and Northerners so that he could save the whole realm from the dangers of the untamed dragons.
Dragons came up late in the timeline, only when the Valyrians started training them(A few centuries ago). Then they were mysteriously destroyed in the Doom of Valyria. Dragons were never part of the ancient order. They have to be destroyed to create balance in the society. The present scenario can be the second doom of valyria.
Since Jon Snow is the true Song of Ice and Fire, he will fight as fire on the side of ice and will destroy Dany and her dragons which are such a threat to the society. In the final battle between the ice and fire, Bran will try to warg into the dragon in the last battle and will try to destroy it, meanwhile sacrificing himself.
Now, after the destruction of the dragons the Others feel safe and will retreat back into the other side of the Wall after re-negotiating/reminding the ancient pact to the Northerners.
Stannis will take the throne, Rickon will be Lord of the Winterfell and Jon will be the King on the Wall, maintaining peace between ice and fire forever.
But, what about Arya?!
Well, we can see Dany recruiting all kinds of armies/sellswords - First she got the Dothraki. Then she bought the Unsullied. Then she got the Second Sons (Daario). And now, she will recruit the Faceless Assassins too.
Arya will be made to forget her whole past. That is why, after she is given a job by Dany, she does it without hesitation.
After the whole war, when peace prevails, Arya is going to sneak into Castle Black and will stick Jon Snow with the pointy end! What a perfect and ironic ending it will be!!
This is the main story. Everything else about Tyrion, Cersei etc. is just an appendage.
4) Now, we can also assume that Jaime and Cersei might not be children of Tywin Lannister. They can actually be the progeny of the Mad King, thus making them Targaryens. It is a known fact that the Mad King always lusted for Tywin's wife, so he could have made these two kids with her. It also fits into the "three headed dragon" theory where the three dragons are Dany, Jaime and Cersei. (Aemon dies and Aegon is a Blackfyre). I say Aegon is a Blackfyre because Varys supports him instead of Dany even though Dany has dragons and she can easily win the war. Varys is a Blackfyre too and he wants another Blackfyre to rule the seven kingdoms so raises Aegon instead of Dany. So, Aegon isnt a Targaryen as he claims to be, but a Blackfyre.
And we all know how most of the Targaryen siblings are attracted to each other.
That is why, in my opinion, Jaime loves Cersei so much.
So, GRRM has a very strong reason why he brought in incest into the books. He wanted to reveal that Jaime and Cersei are actually Targaryen kids, that is why it is internally embedded in them to get attracted to each other, which starts all the current events in the first place!
And lo and behold, the one true King who truly deserves the Iron Throne is - Joffrey Baratheon, the grandson of the last Targaryen King.
But, there is a twist here too. Jamie and Cersei, even if they were Tagaryen kids too, they would still be bastards. As we can be sure that the Mad King did not marry Tywin's wife in secret nor did he publicly legitimize them.
So, even if Joffrey was a Targaryen, Dany would still have a better claim to the throne as Jamie and Cersei are bastards.
BUT, any King can legitimize anyone, and right now the King of the Seven Kingdoms is Tommen.
So, as soon as Dany/Aegon come to King's Landing and as soon as it is revealed that Jamie and Cersei are Targaryen bastards, Tommen Lannister-Baratheon-Targa