Week three, and a bumper episode that gave us a glimpse of the future for most of the key players in Game of Thrones.

From Tyrion's capture by Jorah Mormont to the shift in power from Cersei to Margaery, poor Sansa's latest marriage match to Jon Snow's refusal to turn his back on the Watch, High Sparrow showed us where the main characters were heading — and introduced some new faces I feel will be important in the weeks to come.

Here's what we learned this week:

1. Arya's got a lot to learn. While Arya is fearless and determined, patient she is not. The House of Black and White should be renamed the House of Grey Areas — so many questions! Why did that man keel over after drinking from the pool? Why did Arya and the other girl (apparently called The Waif) have to wash his body? Why has Jaquen H'ghar become a Jesus-like figure? After being slightly bullied by the other apprentice, Arya was told she needed to let go of her identity. The clothes and gold she could cast into the sea, but not Needle. It was moving to see her hiding her precious sword in the rocks — while she can give up the name Arya Stark, she can't give up her past and what it's taught her. But will she ever graduate from sweeping floors to become Jaquen's apprentice?

Natalie Dormer as Margaery Tyrell and Lena Headey as Cersei Lannister

2. Long live Queen Margaery. Some superb bitching and scheming from Cersei and Margaery this week, with poor, naive Tommen trapped in the middle. Cersei's forced smiles as King Tommen made Margaery his Queen were painful, and she knows she's lost the PR battle to pretty, crowd-pleasing Margaery. And despite Cersei's catty pondering to Tommen — "Do you think she's intelligent? I can't quite tell" — it seems the new Queen definitely has her wits about her, and is already plotting to have her new mother-in-law shipped back to Casterley Rock. Cersei's playing nice for now — but I have a feeling she won't go down without a fight.
The award for best bitchy line goes to Margaery: "I wish we had some wine for you — it's a bit early in the day for us." Zing.

3. Sansa was sacrificed to the Boltons. Just when you think the poor girl has finally found some sort of normality (and the fact that living with Petyr Baelish could be seen as 'normality' is quite something) she's sold down the river by Uncle Littlefinger to marry the son of the bloke who murdered most of her family. This girl's autobiography is bound to be a bestseller, good grief. As the Lannisters slip down the political ladder, Roose Bolton and Baelish are putting their faith in a Stark alliance.
And doesn't Moat Cailin look lovely? It seems Ramsay Bolton is still keen on flaying everyone in sight, and Reek/Theon is still scurrying about like a rat/man hybrid. Surely Sansa will recognise him though? And she may have secret allies too — "the North remembers," her maid said. But what can Sansa do? Will she take Petyr's advice and 'stop being a bystander'?

Sophie Turner as Sansa Stark and Aidan Gillen as Littlefinger

4. Brienne wants vengeance. Brienne and Pod weren't far behind Sansa — but this week we learned it's still Renly Baratheon she wants to avenge the most. A nice bond formed between Brienne and eager squire Pod when she opened up about the ball her father threw for her, and the cruelty of her suitors. Renly became her hero that night, and so she must avenge him. Most people doubt her 'smoke with the face of Stannis' story (and we would too, had we not witnessed it) — but Pod is along for the ride, it seems. Watch out Stannis — Brienne means business.

5. Jon stayed true to the Night's Watch... Honour may have got his father killed, but that won't make Jon Snow forsake his oath and leave the men he now commands on the Wall. Winter is coming, and Stannis will march on Winterfell in two weeks — leaving John with the Wildlings. Stannis flippantly suggested executing them all, but I don't believe Jon could do that. But what will he do with them?
Davos tried to convince the new Lord Commander that a line in the oath ('the sword that guards the realms of men') is justification for the Night's Watch to get involved in the power struggle for the Iron Throne. But of course he'd say that, he and Stannis need all the men they can get.

6. ...and delivered tough justice. Oh Janos Slynt, why couldn't you have kept your mouth shut and gone off to restore Grey Guard, as ordered? By telling Jon Snow to stick his command somewhere unpleasant, Slynt forced Jon to show his strength as Lord Commander — and became a head shorter as a result. As grim as the scene was, it was nice to see Jon uphold Ned Stark's principle that he who passes the sentence swings the sword. Also quite satisfying to see nasty Slynt begging for his life.

Cersei seeks the High Sparrow
Cersei seeks the High Sparrow

7. The High Septon falls... Far from the ice and politics of the Wall, we were confronted with a naked High Septon surrounded by gods-themed prostitutes. Just when you think the Game of Thrones nudity count is dropping, a scene like this pops up and there's suddenly breasts everywhere. The Septon's pleasure in Baelish's brothel was short-lived, however, as the Sparrows turned up to make his holiness endure a rather embarrassing naked stroll through King's Landing and a good beating. Despite his outrage, Cersei was rather unsympathetic and packed him off to the dungeons. Talk about rubbing salt in the wound.

8. ...and the High Sparrow flies. Fresh from Wolf Hall, Jonathan Pryce appeared as the High Sparrow, bare-footed and humble. Despite Cersei being far from bare footed, humble or any other noble quality, she seemed taken by the Sparrow philosophy and eyed him up as a replacement for the disgraced High Septon. "Faith and the crown are the two pillars that hold up this world," she said. She's lost control of one, so she may as well try and regain control of the other.

9. Pycelle's creation stirred. Yes, I screamed, despite the scene being an obvious set up for a jump scare. Whatever Qyburn has done to the Mountain, it seems to have worked. But I'm not sure I want to see what's under that cloth. We all know how Frankenstein ended, people. And it wasn't good.

The Red Priestess
The Red Priestess

10. Tyrion was captured. Fearing he was going mad, he demanded to leave the wheelhouse, and in true Tyrion style, ended up in a brothel. Along the way we got to see how the Lord of Light is big in Volantis, and unknowing Daenerys worshipped as the 'Dragon Queen'. And it looks like religion isn't the only thing the Mother of Dragons is inspiring, with some of the brothel prostitutes deciding to fashion themselves after her too.
Tyrion, still haunted by Shae, couldn't find it in himself to make use of the, ahem, services — and then a badly timed bathroom break resulted in him being captured by Jorah Mormont (who doesn't seem to be handling exile too well). He's taking Tyrion to the queen — but which one?! Surely he meant Daenerys?

Tyrion explores Volantis
Tyrion explores Volantis

We may be only three episodes in, but tonight's segment propelled a number of storylines forward to set up future excitement. Personally I can't wait for Stannis (or one of his army, I'm not fussy) to unleash hell on Ramsay Bolton if his march on Winterfell is successful.

And the first meeting between Tyrion and Daenerys (if it happens — if Jorah meant Cersei when he said 'the queen' then it's curtains for Tyrion) will be gripping.

What do you think the future holds? Share your thoughts below.