This episode features the most locations and parallel storylines, with eight: in the Narrow Sea, beyond the Wall, Vaes Dothrak, Meereen, King's Landing, Braavos, Winterfell, and the Wall.
With the death of Rickon's direwolf Shaggydog, there are now only three direwolves left alive on the show: Ghost (Jon's), Summer (Bran's) and Nymeria (Arya's). Lady (Sansa's) was killed in The Kingsroad (2011), and Grey Wind (Robb's) was killed at the Red Wedding.
Just before Jon executes his killers, a slowed version of the Targaryen theme plays in the background. The execution was done without CGI, using traditional techniques where the actors wear harnesses suspended by wires that are hidden inside the nooses. All the body weight is thus suspended across the chest rather than the neck, without fear of suffocating.
Young Ned (Robert Aramayo) tells Arthur Dayne that he "looked for [him] at the Trident". The Battle of the Trident was the decisive victory in Robert's rebellion against the Mad King, where Robert defeated Rhaegar. Kingsguard members Jonothor Darry and Lewyn Martell (Oberyn's uncle) were also killed, while Barristan Selmy was injured but spared. Since many houses had sided with the Targaryens only because of their loyalty towards Rhaegar, his death quickly turned the tide in the conflict. The Mad King was defeated shortly thereafter, leaving the Iron Throne open for Robert to claim (or usurp, as many felt).
In Mhysa (2013), Tywin proclaims that "any man who must say 'I am the king' is no true king". Tommen says "I am the king" when talking to the High Sparrow, and Joffrey said it at the Small Council meeting. Neither are true kings - both of them are bastards born of incest, therefore are false kings.