When King Robert Baratheon (first of his name, king of the Andals, yadda yadda) first visits Winterfell at the beginning of the show, Ned Stark and his family (even bastard Jon Snow) line up to greet their ruler properly. Robert appears stern and judgmental at first, before revealing it was part of his playful nature and happily greeting his old friend Ned and the rest of the Stark clan - even going so far as to hug Ned and his wife Catelyn, shake Robb's hand, and ruffle young Rickon's hair.
Ned, Catelyn, Robb, and Rickon...now, what do those four specific Starks all have in common?
So - did Robert accidentally curse each Stark he touched, or is it just that Starks are more preternaturally fated to die grisly deaths? Probably a little bit of column A, a little bit of column B.
Tommen Baratheon was very naturally flustered when he was first told he would be king - after all, his brother Joffrey had JUST ascended the throne and was a very young man, in good health and with (most) of his enemies eliminated in the seemingly settled War of Five Kings. And then very suddenly, Joffrey was poisoned during his wedding feast, supposedly by his own uncle.
And now, standing over his brother's corpse, Tommen was told he would be king, by the gruff and least empathetic person in the world, Tywin "Only Competent Person in the Realm" Lannister, who quizzed Tommen on his potential rule.
Tywin scoffs at this - bringing up the long-dead Targaryen king Baelor the Blessed, and how his obsession with his faith did little good for the realm (and little good for Baelor himself, who ultimately starved himself to death). And yet, within a few seasons, this is where Tommen would find himself: the only other king since Baelor to be heavily associated with the Faith of the Seven:
The lesson here? ALWAYS LISTEN TO TYWIN LANNISTER.
Early in his friendship with Jon Snow (when they were both novices in the Night's Watch), Samwell Tarly confided his deepest and most foolish childhood dream: to someday be a wizard.
Of course, wizards don't really exist in Game of Thrones - sure there are people who haphazardly wield magic to some degree (like the warlocks of Qarth, the red priests of R'hllor, and Marwyn the Mage), but nothing like the wizards Samwell had read about in his stories.
But, eventually, Samwell met Gilly and impressed her with his reading skills enough that she made all of his dreams come true...
Say it with me now - "YER A WIZARD, SAM!"
Just kidding, yer just literate, Sam.
Tyrion and Shae's love story isn't exactly Romeo and Juliet - she was a prostitute who he paid to keep him company, a fact they constantly had to hide in order to not incur the wrath of Tyrion's father, Tywin Lannister. Still, they seemed to develop real feeling for one another and their romance had moments of real tenderness, like their first day in King's Landing:
Of course, events would conspire to tear them apart - Tyrion was framed for the murder of his nephew Joffrey, and in his attempt to protect Shae by driving her away, he fully convinced her that he didn't love her at all. Her felt betrayal drove her to testify against Tyrion and take up with - of all people - Tyrion's father, Tywin.
When Tyrion discovered this, he strangled Shae to death, and their final moments in King's Landing together mirrored their first:
With Khal Drogo dead, Daenerys prepares a funeral pyre for him and declares herself the leader of the remaining members of Drogo's khalasar - and in her speech, she promises to make all those would who harm her followers suffer.
Rakharo was originally simply a bodyguard to Daenerys, but became one of her bloodriders while she and her followers trekked across the Red Waste of Essos. Rakharo was sent away to search for help and supplies that Daenerys 'n crew badly needed in the harsh desert - but he didn't return in full...
As Jorah mentions, it's unknown who precisely killed Rakharo - but the manner in which he was killed clearly suggests it was done by a rival Khal, who was spitting on the notion of Daenerys acting as a Khaleesi (Rakharo being beheaded meant he would be unable to live on in the Dothraki afterlife, known as the Night Lands).
And it took a few seasons, but Daenerys managed to find every single Khal assembled in the same place for the Khalar vezhven - a gathering of all Khalasars in the Dothraki capital of Vaes Dothrak. When Khal Moro gathers all the Khals under one roof, Daenerys rolls in and burns every single one of them alive...
...and they all died screaming.
Rakharo, you are avenged (probably).
Being a member of Stannis Baratheon's army has rarely gone well - you had a 90% chance of being blown up by wildfire, brutally killed, and/or drowned at the Battle of the Blackwater, and if you managed to survive that, you had to trek up north of the Wall to fight wildlings and eventually go up against winter storms and watch the burning of a child just for the honor of losing horribly against the Bolton forces.
But one brave Stannis soldier made it through the battle against Ramsay Bolton for Winterfell...only to join up with Jon Snow, for ANOTHER low-odds battle against Ramsay Bolton for Winterfell.
At least he had a rockin' beard.
Ned Stark, in all of his head-having years, really only had two particularly bloody encounters with the Kingsguard - once in his youth, at the tail-end of Robert's Rebellion, and once years later, as he was resigning as Hand of the King for Robert. Strangely, the two events mirror each other very neatly, albeit in completely opposite ways.
The first instance found Ned and his compatriot Howland Reed facing off against Rhaegar Targaryen's best men - namely Ser Arthur Dayne (aka The Sword of the Morning) - at the Tower of Joy, hoping to free Ned's sister Lyanna (who had been reportedly kidnapped by Rhaegar). Dayne was well-regarded as the greatest swordsman the Seven Kingdoms had ever seen - and yet Ned and Howland (though suffering heavy losses) came out victorious.
The second instance found Ned and his compatriot Jory suddenly beset by the Kingsguard as Ned was planning on leaving King's Landing, with the Kingsguard led by Jaime Lannister, who hoped to free his brother Tyrion (who had been reportedly kidnapped by Catelyn Stark). Ned was well-regarded as a great swordsman (although, to be fair, Jaime Lannister held the title as one of the greatest swordsman in the Seven Kingdoms at the time, if not for Barristan Selmy) - but this time, the Kingsguard came out victorious.
Too bad Howland Reed wasn't with Ned the 2nd time. Or, like, in the show at all. GEORGE RR MARTIN, WHERE THE HELL IS HOWLAND REED HIDING?
The two potential "heroes" of Game of Thrones / A Song of Ice and Fire are clearly Daenerys Targaryen and Jon Snow - both are natural leaders, great warriors, and conveniently fit into the "Azor Ahai" prophecy mold ("born under a bleeding star" can refer to the red comet that appeared after Daenerys' rebirth with her dragons OR the bloody sword Dawn that Ned Stark placed by Lyanna's bedside at Jon's birth). Also, both neatly fit into the "song of ice and fire" motif mentioned so frequently in the series - Jon is of the icy North, Daenerys is a full-on fiery Targaryen (the blood of the dragon, the unburnt, yadda yadda).
So it's interesting to compare Daenerys' overhead shot in "Mhysa" and Jon's overhead shot in "Battle of the Bastards":
Like fire and ice, both of these images serve as contrasts with one another:
Basically: these two are TOTALLY gonna fuck.
The Red Wedding participants are now all thankfully dead - Tywin Lannister, Roose Bolton, and Walder Frey all met their ends through treachery and murder, and the methods of their individual deaths suggest a karmic presence in Westeros.
Tywin Lannister was the first to go - shot with crossbow bolts while he sat on his chamberpot.
"Getting shot with crossbow bolts" is something Robb Stark would know about...
Next came Roose Bolton - stabbed to death in the gut by his own (legitimized) bastard, Ramsay (or, as some have said, "poisoned by his enemies").
Was anyone stabbed in the gut at the Red Wedding? Oh right! Robb's wife, Talisa (and, uh, their unborn child).
And finally, decrepit old Walder Frey saw his throat slit by full-on assassin Arya Stark (after feeding him his own children, no less!).
Getting your throat slit sounds an awful lot like another character from the Red Wedding (who also definitely is dead forever) - Catelyn Stark.
It only took another 3 seasons, but the Red Wedding folks finally got their due.
Hopefully Arya gets Edmure out of the cell he's been rotting in for so long too. Poor Edmure.