Warning: There are major spoilers beyond this point.
Jon Snow, lord commander of the Night's Watch and defender of The Wall, was slaughtered by mutinous men of Night's Watch at the episode's conclusion.
Tensions between Snow and his brothers in black had been building, especially after he brought an army of Wildlings to protect The Wall from the terrifying White Walkers.
In the end, Snow, as played by British actor Kit Harrington, was left bleeding in the fallen snow.
Fans of George R. R. Martin's fantasy novels, which inspired the series, weren't surprised, because Snow meets his end in the fifth novel, A Dance With Dragons. But Harrington, who didn't read the book, admits his demise came as a bit of a shocker.
Harrington 'not coming back'
"I had an inkling [Snow's death] should be this season," the 28-year-old actor told Entertainment Weekly. "I didn't realize it would be the final shot of the season."
As for whether Jon Snow is really done for good, Harrington says producers have confirmed he's finished.
"I've been told I'm dead. I'm dead," said Harrington. "I'm not coming back next season."
Game of Thrones show runner Dan Weiss says fans should accept the fact that Snow, and actor Harrington, will not be resurrected.
"Dead is dead," Weiss told Entertainment Weekly.
"We would hope that after seeing the scene and the way it's shot that the answer to that will be unambiguous in the minds of the people watching it."
Fans regret watching
The fantasy saga, which follows the rise and fall of families in the fictional Seven Kingdoms of Westeros, is one of the most-watched shows on television.
But some viewers who loyally followed the show feel so betrayed by the latest plot turn, they say they'll never watch again.
It's not the first time fans have threatened to quit Game of Thrones. Many said they were tuning out after the brutal rape of another main character in an episode broadcast last month. Others regret watching the series in the first place.
As for the future of Game of Thrones, grieving Jon Snow fans are hanging on to the words of creator George R.R. Martin.
"My readers should know better than to take anything as gospel," Martin said in a 2011 interview.
"If there's one thing we know in A Song of Ice and Fire is that death is not necessarily permanent."