This post contains spoilers for Season 6, Episode 3 of Game of Thrones.
Many Game of Thrones fans have long been waiting for the reappearance of the youngest Stark, Rickon, along with his wildling caretaker Osha and his direwolf Shaggydog. But, as with many things on Game of Thrones, when it finally happened it was just devastating.
This is based on a few points: firstly, that the Umbers are known for being fiercely loyal to the Starks (as Ramsay points out in this episode). You may remember Greatjon Umber (Smalljon's father) was the first to declare Robb the King in the North way back in Season 1.
Not to mention the fact that Bran trusted in their loyalty enough to choose them over any of the other Stark bannermen to not only know Rickon was alive but also protect him.
The Umbers refused to pledge allegiance to Roose Bolton when he took over Winterfell, and Smalljon's reasoning for this is weak at best when you consider he is now coming to Ramsay, who is objectively an even bigger cunt than his father.
There's also the fact he left Osha alive – presumably having protected her along with Rickon since Season 3.
But the big clue people are latching onto is the dead direwolf: Many think the head presented is too small to be Shaggydog. It seems much smaller than the head of Grey Wind we saw after the Red Wedding.
According to this theory, it was another wolf or direwolf's head, and the real Shaggydog is alive and will come back to fight Ramsay along with Smalljon, who will hang around Winterfell until the time is right and secretly protect Rickon.