In Season 6, Episode 7 of Game of Thrones, it was revealed that Yara Greyjoy is attracted to women.
Her book counterpart, Asha, has a male lover. While it’s possible Asha will be with a woman at a later stage of the books, at the moment it seems as though this is something the show creators have added for Yara.
When asked if she was previously aware Yara wasn't straight, Gemma Whelan, the actress who plays her, told HBO: "No, I had no idea! I reckon she's any way. I don't think she'd limit herself to one or another. Anything goes. Get the job done with whatever if fun and interesting."