[Warning: This story contains spoilers for episode three, season six of HBO's Game of Thrones.]

At long last, one of the most pressing questions in Game of Thrones history has finally been answered: "Where's Rickon?"

Unfortunately for the youngest of the Stark siblings, it's not a happy answer. In episode three of season six, called "Oathbreaker," Rickon returned alongside his Wildling guardian Osha (Natalia Tena), the two of them having not been seen on the show since parting ways with brother Bran (Isaac Hempstead Wright) during season three. Rickon and Osha set off to seek protection with House Umber while Bran traveled north to seek out the Three-Eyed Raven (Max von Sydow). Now Rickon's back where he started, at home in Winterfell, albeit under cruel terms: Smalljon Umber (Dean S. Jagger) betrayed the little lord and handed him over to Ramsay Bolton (Iwan Rheon), along with Osha and the severed head of Rickon's direwolf Shaggydog.

It's a brutal return to form for a long-lost Game of Thrones character, and yet, that's the way Westeros works. But some fans believe the situation for Rickon is not as desperate as it looks. One of the great twists in George R.R. Martin's A Song of Ice and Fire, the novel series on which Thrones is based, features several prominent Northerners secretly plotting against House Bolton — and certain viewers believe Smalljon Umber and Rickon are at the heart of that conspiracy here on the show.

Rickon actor Art Parkinson spoke with The Hollywood Reporter about the theories surrounding his return to Game of Thrones, how his character has changed since season three, and more.

What was your reaction when you learned about Rickon's story this season?

It was definitely more of an independent direction. He wasn't really with his brother anymore. It's just him and Osha. I think it's great. It was a very new, feral Rickon.

At his core, who is Rickon to you, and how has he changed since the last time we saw him?

To me, he's very feral. He's very strong-willed. After the death of his father, I think he became very independent and very angry. I think Rickon is a little bit more mature now. He's been away for quite a long time at this point. I think he's a bit more independent and stronger-willed.

In the books, Rickon is described as the wildest of the Stark children. Will we see more of that side to him this year?

I'd say so. He's a very wild and strong character. He has a lot of fight in him. Hopefully we'll get to see more of that this season.

What was your first day back on set like?

We were shooting the scene you just saw last night. It was great. It was strange to be back. I remember some of the props department was there, and I had worked with some of them on [the 2014 movie] Shooting for Socrates as well. They were there and it was very comfortable. But I had to be a little bit intimidated, with the fact that I have Ramsay staring down at me. It was a cool mind-set to get back into, especially with the first day back.

Rickon returns to Winterfell, but it's not the home he once knew. What's going through his mind as he's handed over to Ramsay?

I think he's a little bit wary of the situation and taking his surroundings into account. When Shaggydog's head is brought in, then I think he's…not afraid, but more anger that's built up. There's some shock for a minute, and then it's pure anger.

Many people were upset to see another direwolf die. What was your reaction to Shaggydog's death?

Yeah. It was disappointing that I wouldn't get to hang out with Saxon, who played Shaggydog on set, ever again. It was a little bit saddening. They actually brought him down to Donegal, which is where I live, so we could bond with him. It really is a quite intimidating dog. When I first started working with him, he was twice the size of me, and twice the weight, and twice the strength. (Laughs) So, it was cool to hang out with him and meet him and get more familiar with him. By the time we finished filming season three, it was very strange to know that I wouldn't see this dog again for a long time. Even though a lot of the dogs were CGI'ed at that point, you would still see them on set, just for camera reference. So it was strange to know that you would never get to see them again.

What does Rickon look like without Shaggydog in his life?

I think he's a lot more independent. He sort of has to step up to the mark without Shaggydog. It's going to be a very, very different Rickon.

We know Ramsay is not a big fan of the Starks. We've seen how he treats prisoners in the past. How worried should we be about Rickon's physical safety?

At the moment, I'm not able to say too much about that. (Laughs) But it's an intense relationship. Rickon has a lot of fight in him, so he's someone who will stand up for himself and try as hard as he can against him. [Iwan Rheon] is brilliant. It's great whenever you have someone you're able to work off of, someone who's so intimidating staring down at you. It really gets you into the mind-set of Rickon.

How about working with Natalia Tena? You two have worked together for a long time now.

Nat's brilliant. She's always been very lovely and helped me in many ways to get into the mind-set of the character. She's a very intense actress. Whenever she's in character, it's hard to look at her out of character. It's very easy to work off of her. She really helps you.

What's Rickon's view of Osha? Does he view her as a mother figure?

I think he feels she's more of a friend, but a friend who gets to tell him what to do. (Laughs) I think it's less than a mother-son relationship, but it's definitely more than just being his mate.

She's the cool babysitter.

Exactly. (Laughs)

How much will we learn about where Rickon's been since the last time we saw him?

I'm not too sure how much you'll find out about Rickon and where he's been, but it will definitely be a cool storyline and something that's going to be very interesting to see.

Some fans are theorizing that Rickon is not in as much trouble as we're being led to believe, and maybe he's part of a plan with the Umbers to betray Ramsay. What's your take on that theory?

Well, if that's true, it would be great. At the same time, if it isn't, it would be very disappointing to see that the Umbers really did betray the Starks.

It would be a very dangerous plan to put a very valuable person like Rickon so close to a psychopath like Ramsay. Do you think Rickon would be brave enough to handle a challenge like that?

I think Rickon, since he's come back, is a lot stronger emotionally and is much more of a mature character. I think he's able to handle pretty much anything thrown his way at the moment.

House Stark is having a very big season so far with Jon's resurrection, Sansa's escape from Winterfell, Bran's training with the Three-Eyed Raven, Arya's training with the House of Black and White, and Rickon's return. Do you believe a happy ending is possible for the Starks?

It's something I would like to see, the Starks reunited — but at the same time, you can never be too confident in something like that happening on a show like Game of Thrones. (Laughs)

Is this Rickon's biggest season yet?

I'd say it's one of his biggest seasons. It's definitely great to get back into Game of Thrones and re-embrace the character. It was very enjoyable.

What's next for Rickon?

I can't tease much, but I'm allowed to say this: Dangerous times are ahead.

Follow THR's Game of Thrones coverage for more interviews, news and analysis.