This post contains spoilers for Season 7, Episode 4.
1. There was a lot of subtext in the scene where Littlefinger gives Bran the dagger that was meant to kill him in Season 1.
As Littlefinger mentions, the dagger was used in an assassination attempt on Bran after his fall, which Catelyn fiercely fights off.
It's this assassination attempt that clues the Starks in that Bran's fall was no accident. The valuable blade in particular tells them that someone very rich and important wants Bran dead.
It's this information that causes Cat to leave Winterfell (never to return, sob) and travel to King's Landing to tell Ned something is up. There, she meets with Varys and Littlefinger, and Littlefinger tells her the blade is his – or was, until he lost it to Tyrion Lannister in a bet.
It's THIS information which causes Catelyn to later arrest Tyrion at the Inn at the Crossroads, which causes Jaime to attack Ned, which causes Robb to go to war... so yeah, Littlefinger is spot on in the latest episode when he says this blade started the War of the Five Kings.
But he leaves out the part where he was probably lying about Tyrion owning the dagger, and that it was Littlefinger himself that used it to trigger the war. We all know he had already deliberately created chaos (he had Lysa Arryn murder her husband Jon, which caused Ned to investigate and discover the truth about Cersei and Jaime), and there's a very, very good chance the attempt on Bran's life was his doing to further pit the Starks and Lannisters against one another. He wanted power, and chaos was his ladder to reaching it. Speaking of which...
2. When Bran says "chaos is a ladder", he's referencing a famous speech Littlefinger delivered to Varys in Season 3, basically describing his whole game plan of using chaos to grow more powerful.
There's a reason Littlefinger is SHOOK at this statement. It's Bran's way of telling him he is onto him. He's SEEN him. He knows how he works, and he also probably knows – or will know very soon – the part Littlefinger played in starting the war and betraying Ned. Which makes Bran's decision to later give the dagger to Arya, his vengeful badass assassin sister, VERY interesting...
3. Speaking of Arya, the scene of her arriving at Winterfell is a throwback to her being stopped at the gates of the Red Keep back in Season 1.
It's interesting that in this scene, Arya mentions Ser Rodrick and Maester Luwin, who as we know are both long dead. It shows just how out of the loop Arya has been.
4. Sansa and Arya's reunion is as emotional as we expected it would be – especially because it takes places in front of the statue of Ned Stark. Fitting, considering the last time they were together, he was there.
The girls were the last of Ned's kids to see him alive, having been the only ones to travel with him to King's Landing in Season 1.
5. Meanwhile, Sansa acknowledges that Arya is Jon's favourite sibling (and actually makes Arya smile).
Arya and Jon were particularly close, as they both felt like outsiders in the family. If Sansa and Jon's reunion was emotional, and they never even liked each other that much before, just imagine what Jon and Arya's will be like.
6. When Arya talks about Joffrey being first on her list, she's not kidding...
As Sansa might remember, Arya was ready to murder him back in Season 1, before she officially had a list.
7. We've heard the phrase "There must always be a Stark in Winterfell" repeated several times over the course of the series. For a long time, when everything was going to shit, there were none. NOW THERE ARE THREE.
All they need is Jon (IF THIS DOESN'T HAPPEN I SWEAR TO GOD...).
And, of course, Jon's.
9. Meanwhile, Arya's armed with two weapons given to her by her brothers. Her sword, Needle, which Jon gave her in Season 1, Episode 2, and the dagger Bran gave her in this episode.
Can't wait to see her fuck some White Walkers uuuuup.
10. When Brienne asks who taught Arya to fight, her answer of "no one" is obviously a reference to her whole "no one" journey...
...but it's also a nice callback to their first meeting, when it was Arya asking Brienne who taught her to fight.
Arya's statement about Brienne beating the Hound also recalled this meeting.
11. OK, on to Dragonstone. Where the juxtaposition of Missandei and Dany talking about what went down with Grey Worm, and Jon then taking Dany into a cave, is very ~interesting~, considering what happened last time Jon was in a cave with a woman.
OK, it's a stretch, but still... ALL ABOARD SS JONERYS.
(Yeah, yeah, they're related, but this is happening, don't @ me.)
12. On a more serious note, Jon talking about his discovery of the actual mountain of dragonglass is the first time he's sounded hopeful in a long time...
...which makes sense when you remember that, back in Season 5, he said the only way the weapon could make a difference was if they had a mountain of it.
13. And you saw the patterns carved into the walls of the cave...
These patterns have appeared several times throughout the series, usually in association with the White Walkers, but also in connection with Jon and Dany.
It's significant that these patterns are on the wall as Jon talks about fighting the White Walkers "together".
14. This sense of connection, which was hinted at when they met in the last episode, is reinforced when Dany says the same thing to Jon that he said to Mance Rayder about bending the knee.
"They follow me because they respected me, because they believed in me. The moment I kneel for a southern king, that's all gone." – Mance Rayder or Jon Snow? This quote is actually from Mance, but it sums up Jon's current feelings perfectly – so it's fascinating that Dany's reasoning is the very same Jon used to counter this concern. Will it help to convince Jon to bend the knee? Probably, to be honest, when you add it up with everything else going on between the two. Like...
15. Dany and Jon walking out of the cave in perfect sync, looking regal and connected AF. The lighting here is really interesting, too – while Jon is lit by the fire, Daenerys is on the cooler, icy side of the shot.
16. Then we get another instance of Dany echoing Jon's words, displaying similar sensibilities when it comes to war.
She then asks Jon for advice. He's officially in her inner circle.
17. Of course, there's another callback in this scene – to Olenna's advice a couple of episodes earlier. It's at this moment Dany decides to "be a dragon".
18. Meanwhile, Jon and Davos asking Missandei about Dany follows on from Tyrion advising Jon to do so in the last episode – and it also strengthens the connection between Jon and Dany once again. They're both "chosen" ones, quite literally.
19. Speaking of Davos, he has a callback of his own...
...showing the most valuable thing he learnt from Stannis, tbh.
20. Then we have Theon, who it turns out was right about Jon Snow wanting to kill him. After all, Theon betrayed Robb, took over Winterfell, killed two boys and said they were Bran and Rickon... but luckily for him, he also saved Sansa.
22. It also echoed Robert Baratheon's story in Season 1, when he talked about his first kill. Interestingly, he was talking about a Tarly – the same family fighting with the Lannisters in this battle.
23. Robert's story is seemingly referenced earlier in the episode, too, when Dickon Tarly talks about the smell of the killing people.
24. Finally, the whole battle was reminiscent of the Field of Fire, a historic battle that was a turning point for Dany's ancestor Aegon the Conqueror in his quest for Westeros.
The battle was between the Targaryens and the Lannisters – who had allied with the leading family of the Reach (the Gardeners at the time). Aegon and his sisters, Visenya and Rhaenys, used their dragons to absolutely obliterate the other side. It was this battle that caused the Lannisters to bend the knee, as did the new leading family of the Reach, the Tyrells (who gained power because the Gardeners were literally wiped out – a pattern the Tarlys followed after them).
Knowledge of what happened at the Field of Fire was also partly what caused Torrhen Stark, Jon's ancestor who Dany mentioned in the last episode, to bend the knee. Will history continue to repeat itself? It seems likely.