 -- (MAJOR, MAJOR SPOILERS AHEAD)

Last we left "Game of Thrones," Jon Snow, the Hound, Jorah Mormont, the wildling leader Tormund, the Lord of Light–worshipping Beric, Lord of Light priest Thoros and Robert Baratheon's bastard Gendry launched an expedition beyond the Wall to capture a wight. In this week's episode, aptly titled "Beyond the Wall," we find out how that terrifying mission went. But first, we have some business to take care of at Winterfell and Dragonstone.

Winterfell

Arya and Sansa reminisce about their childhood and their father, Ned Stark. However, the nice conversation between the two Stark sisters takes an abrupt turn when Arya reveals she has discovered the letter that Sansa wrote back in season 1 asking their brother Robb to pledge loyalty to King Joffrey. Arya accuses Sansa of helping the Lannisters kill their father. Sansa does not take kindly to Arya's accusations and tells her that she should be thanking her. After all, it was Sansa who recruited the army of the Vale to help Jon defeat Ramsay Bolton in the Battle of the Bastards. Arya's not one to stand down, and she accuses Sansa of fearing that the northern lords might read the letter and abandon her.

Sansa is worried about that, which she tells Petyr Baelish, aka Littlefinger. Petyr says Arya would not betray Sansa, but she's not so sure. Maybe Brienne could help, Littlefinger suggests, as she's sworn to protect both Stark girls.

It turns out that Sansa has a different mission for Brienne. After receiving a raven inviting her to King's Landing, Sansa tells Brienne to go in her stead. Brienne's not thrilled with this idea, as she doesn't think it's safe to leave Sansa alone with the ever-conniving Littlefinger. Frustrated, Sansa says she does not need anyone to watch over her and orders Brienne to begin her long journey to King's Landing.

Later, Sansa sneaks into Arya's room and finds her collection of faces just as her little sister arrives. "What are these?" a bewildered Sansa asks. "My faces," Arya replies. Oh, OK. Arya reveals that she trained in Braavos to become a faceless assassin and proposes they play a game in which they answer questions, disguising lies as the truth. "How do you feel about Jon being King?" Arya asks.

Sansa doesn't answer the question, as she's still, understandably, confused by the whole my-little-sister-has-a-bag-of-faces thing. Arya explains her abilities as a faceless assassin and says she could even take Sansa's face and become her. As she's talking, Arya walks toward a completely confused and terrified Sansa while holding the Valyrian steel dagger Bran gave her. When she reaches her sister, Arya turns the knife around and gives it to Sansa, then leaves.

Dragonstone

As Jon leads his expedition north of the Wall, Daenerys and Tyrion talk in Dragonstone. She tells Tyrion that she likes him because he's not heroic, which he doesn't exactly take as a compliment. "Heroes do stupid things, and they die," Dany clarifies, listing all the men in her life who have left to do "heroic" things.

Tyrion finds it interesting that the men she listed — Jorah, Khal Drogo, Daario Naharis and Jon — all fell in love with her. Dany doesn't think Jon has any feelings for her, and besides, she says, "He's too little for me." Ooh ... dragon-fire burn!

The two discuss their prospective meeting with Cersei. Tyrion warns Dany that Cersei almost certainly will say something provocative, and he doesn't want the Mother of Dragons to lose her temper — as she did when she burned the Tarlys to death. Tyrion moves on to an even more sensitive subject: Dany's supposed infertility. He says he believes in Dany but is worried about how her vision of "breaking the wheel" will continue when she's dead without heirs. Dany, clearly upset, tells Tyrion that they will discuss succession after she's taken the Iron Throne.

Beyond the Wall

The majority of the episode takes place beyond the Wall, with Jon and the rest of the Westerosi gang on their wight-capturing expedition. The journey is long, which gives our heroes some time to explore their shared histories. Gendry is still mad at the Brotherhood Without Banners for selling him to Melisandre. Tormund professes to the Hound his love for Brienne. And Jon and Beric discuss what the Lord of Light might have planned for them after bringing them back from the dead.

Jon and Jorah talk about their fathers, and Jon reveals that Jorah's dad, the former lord commander of the Night's Watch, gave him their family sword, Longclaw, which should have gone to Jorah. But Jorah says that he brought shame to his family and that Jon should keep the sword and pass it on to his children.

As the expedition continues, the team is attacked by a bear — a blue-eyed zombie bear, to be specific. Beric and Thoros use the Lord of Light's power to light their swords on fire. They take down the bear, no thanks to the Hound, who's still afraid of fire because of his childhood burning by his brother. Thoros is badly injured, and Beric uses his flaming sword to cauterize his companion's wounds.

After that ordeal, Jon and Tormund spot a small contingent of wights with a White Walker and attack. When they take down the White Walker, most of the wights immediately disintegrate, but one remains. The men take it captive, but their victory is short-lived.

An army of wights starts closing in, and Jon tells Gendry to run back to Eastwatch and send a raven to Dany telling her what they're up against. As the army of the dead approaches, our heroes are literally on thin ice: They run for a big rock in the middle of a semifrozen lake. As the wights and White Walkers begin their attack, the first wave of zombies falls through the ice, putting a temporary stop to their advance but leaving the men surrounded.

Stranded on the rock, Jon and the others mull their options. Thoros succumbs to the cold and his injuries overnight, and they burn his body using Beric's fire sword so he won't be turned into a wight too.

Meanwhile, raven service is pretty speedy in Westeros: Dany has received the message and is about to embark on a rescue. Tyrion strongly opposes this idea and says that sometimes the hardest thing to do is to do nothing, but she's not having any of that. She and her three dragons fly north to save Jon and his team.

Beyond the Wall, the wights realize the surface has frozen solid, and they resume their attack. An intense battle rages; Tormund is almost taken down, but the Hound saves him.

Still, they can't fight off the onslaught of zombies. The situation looks hopeless, but then we hear a mighty roar.

Dany and the dragons arrive and rain fire upon the army of the dead. The Night King throws an ice javelin at Viserion, one of the smaller dragons. It is hit and falls to the ground, gushing blood, and Daenerys looks on, stunned, as it sinks through the ice and into the water.

Dany doesn't have much time to grieve for her dragon child, though: the Night King readies another spear, and Jon yells at his companions to flee. Everyone but Jon piles onto Drogon with Dany, and they fly off, as Jon continues fighting and falls through the ice.

But as Jaime proved last episode, it's hard to drown on "Game of Thrones." Jon hauls himself out of the frigid water and limps away, but the wights notice him and attack. Then a mysterious figure riding a horse and swinging a fiery weapon saves Jon's skin. It's his uncle Benjen Stark. We saw him last season helping Bran and Meera, explaining that he may not cross south of the Wall, stuck between being human and being a White Walker. Benjen puts Jon on his horse, sends him off to Eastwatch and stays to fend off the wights. Jon looks back to see Benjen succumb to the swarming horde.

Dany is thrilled to see Jon arrive at the gates, and she and a team set sail to take the captured wight to King's Landing to show Cersei that the threat is real.

On the ship headed south, Jon wakes up to find Dany watching over him. "I'm sorry" is the first thing he says. He takes her hand and says he wishes he'd never gone beyond the Wall. "I don't," she replies. "Now I know." She tearfully tells Jon that the dragons are her children — "the only children I'll ever have" — and vows that she and Jon will destroy the Night King together.

"Thank you, Dany," Jon says, using a nickname that nobody has called her in a long time. When she expresses surprise, he says, "All right. Not Dany. How about 'my queen?'" The king of the North then says he would bend the knee right there, if he weren't laid up with injuries. The two look deep into each other's eyes, and Dany leaves to let Jon to get some rest.

Yes, we know you want to ship them, but remember: She's his aunt.

While the rest of us are wiping icy and fiery tears from our cheeks, the army of the dead is not done. They're busy using massive chains to drag the dearly departed dragon Viserion's corpse out of the water. The Night King touches its snout, and its eye opens. It's blue. Uh-oh.