Won't use the term "spoilers" because this is just theories and predictions assumed after S6E1 The Red Woman. I haven't read Winds of Winter and it probably doesn't matter because the shows storyline is beyond changed in its course. So here are some things I believe will happen by the end of this season or seasons to come based from clues from this season premiere, some obvious, some not.
The Red Woman - Her true from is now confirmed to be many many years older. Cool, so how does that effect what's gonna happen? Well Davos is hoping she has some tricks left to get them out of there jam. All of Jon Snow's loyalist are about to be purged from castle black. The lord of light has failed her so many times before, she might be questioning if they have already lost because Snow seemed to be her last chance after the failure of stannis. Maybe she is about to give what's left of her power to revive Snow, but that's not really how that works. I recall that it was just some ritual and magic words to bring someone back so that might not happen, yet. The lord of light and death (many faced God) are the only deities that actually seem to have any real sway but now it appears that light and life is losing. Her powers may be nothing more then glamor and showmanship, perhaps looking at her true self has reminded her that her idol is more false than not. Maybe the lords power is really draining her of all true beauty and youth (you try keeping your figure after x amount of shadow children). Most of us already presume this and if it doesn't lead to a resurrection of snow then she will most likely have one more trick left to get them out or die after they realize she is more of a self helping witch and a false prophet. The wildlings will probably be the best help in ending this conflict, they may even replace the entire watch. Who better to guard the north than the wildlings.
Boltons - Ramsay's prisoners have escaped and that has overshadowed his victory over stannis. Doesn't look like he will catch up to them any time soon (at least for a couple episodes). Now he is worried that Roose will replace him as his heir. If the maester is correct and Wanda has a boy then Ramsay will do what he does best and be a prick. I predict Ramsay will either find a way to secretly kill his step mom and unborn brother before he comes or will kill the baby afterwards. Roose will know the truth right away and will either kill Ramsay himself or he too will become another victim of the bastard. If any of these situations happen. No doubt it will mean the end of the boltons because Ramsay is not as smart as roose and will fail against any Lannister attack on the north if Ramsay is left in charge.
arya - she will become the daredevil of braavos. Just kidding, any of us can see that she will become better at fighting while blind and will get through her punishment. She may never get her sight back (most likely will because pretending to be blind is hard for actors), but will become a killing machine with or without it. If the many faced God of death is on the same side of the white walkers, than arya will become one of the show's major villians by the end of this season or the next.
Sansa- will be pregnant with bolton's child, will probably find a safe place to hide the child so Ramsay never knows he exist. The child may be a girl and if so might end up being killed by Ramsay just for that. So thats it, has a baby- if it's a boy he will be hidden, if it's a girl something terrible will happen. As for Theon/reek, now that Sansa is safe with Ms. Oathkeeper, he has served his purpose. Most likely will end up betraying Sansa out of habit or will get a final punishment for winterfell.
Kings landing- a battle against the church, when all that is out of the way a war with the boltons and dorne. Why didn't J Lannister turn that boat around right after his daughter was poisoned? I mean, she was dead before they left the harbor. Would've taken weeks to get back home just to write a letter back. Predict kings landing will become a war zone from dorne's teenaged woman gang (sure, why not?) and the lannisters will flee to C. Rock (one of the only main places we've never actually seen yet.)
Essos- mother of dragons will take an another entire season to still not return to westeros. Think things will be chaos for tyrion, but he will keep things under control until the last couple episodes this season. Jorah will either be discovered he has stone man herpes, most likely will turn after rescuing his queen. However it will be up to her to put him out of his misery once he goes full stone man.
Davos- one of the last honorable characters left. With or without help from the "greyish red woman". There will be some kind of final battle. If he dies then it was for a noble cause. If he lives, he will become the new commander of the nights watch. His King and princess is dead. He can't go anywhere else without being labeled stannis' man. Since he is already about to give his life for the watch he might as well settle in for good. If he escapes alive, then he might try to seek out gendry who is now the last of the Baratheon line. Although after stannis, why care about any of that anymore? Gendry might come back, but only Davos knows where he is hiding.
Iron island- are they still around? Forgot about them. Nothing special from these guys, maybe reek theon will return with what little he has left and close out his story (if he doesn't die). However unless one of his uncles is sailing to Essos to get it on with the mother of dragons (doubt) then I don't see these guys appearing for more than an episode or two.
White walkers - without Jon snow around, I don't see them appearing outside of bran Starks story. They will have a big episode scene this season like hardhome. But they're not getting over the wall until the very last season. I hope I'm wrong, cause the stakes are high but they have all the time in the world as of now.
Jon Snow- won't say whether or not he comes back to life. I believe his spirit is currently housed in Ghost for now. If the lord of light does bring him back somehow, it will end with the dire wolf dieing so snow can resume a new body. I think Jon snow's return (if it happens) will come out of Bran's story. Both are wargs and might have a way of communicating with each other. I would like to see him secretly brought back first as Coldhands, maybe as a good zombie of Jon Snow. But only as a placeholder between Jon Snow dead and alive again.
That's it, let me know what you think?