With one stab of her dagger, Arya Stark ended the Night King, the White Walkers, the Army of the Dead, the Great War — and years of theorizing over who is ~the chosen one~ on Game of Thrones.
Some fans are understandably frustrated. There have been a lot of hints that Jon and/or Dany would be The One, aka Azor Ahai, aka the Prince (or Princess) That Was Promised.
To unpack this and figure out what it all really means, let's take a look back at the original prophecy:
Basically, Azor Ahai was a hero who lived thousands of years ago, according to followers of the Lord of Light. To fight "the darkness" (commonly interpreted as the White Walkers), Azor Ahai forged a sword, Lightbringer. He first attempted to temper it with water and then with the heart of the lion, and in both instances the sword broke. Finally, he laboured on the sword again and tempered it by plunging it into the heart of his beloved wife, Nissa Nissa. Her soul combined with the sword to create Lightbringer.
A prophecy the red priests and priestesses believe in is that Azor Ahai will be reborn as the Prince That Was Promised. In the books, different characters have mentioned bits and pieces of the prophecy that collectively add up to a set of conditions most fans believe need to be satisfied to signal the return of Azor Ahai:
• Born amidst smoke and salt.
• Born beneath a bleeding star.
• Will wake dragons out of stone.
• Will draw Lightbringer from the flames.
• Will have to make a sacrifice.
• Theirs is the song of ice and fire.
• They are the blood of the dragon (and more specifically, a descendant of Aerys II and Rhaella Targaryen).