We know that the three-eyed crow is Aegor 'Bloodraven' Rivers from the Dunk & Egg stories.

We know that Elia and Rhaegar could not have any more children, and Rhaegar needed to find another wife to have a third child to fulfil the PWWP prophecy.

We know that Brandon Stark was a bit of an arsehole.

We know that Rickon and Osha are on Skagos, and that Davos Seaworth is going to rescue them.

It appears that Brandon Stark raped Ashara Dayne, causing her later suicide and death.

This rules out Ashara from being Jon Snow's mother. Whilst Wylla remains an unknown quantity, to me this makes R+L=J all but certain.

It appears likely that Jon is the Prince Who Was Promised. His 'death' was undertaken under a bleeding star (Ser Patrek was being torn apart by a giant with blood pouring on his sigil of a star), amidst salt (Bowen Marsh's tears) and arguably with dragons within stone nearby (Shireen Baratheon is the great-grand-daughter of King Aegon Targaryen and has stoneskin). He fulfils some aspects of the prophecy better than Daenerys, though others not quite as well. More notably, when Melisandre looked into her fires and asked to see the PWWP, she only saw 'snow'.

It also appears that Melisandre is actually originally from Westeros (and her real name was 'Melli', and was taken to Asshai as a child-slave.

The maesters of Westeros don't have much of a clue about the history of the continent. They don't even know if the Andals invaded 2,000 or 6,000 years ago. We also know that the First Men practised human sacrifice to the heart trees, which is not recorded elsewhere. This suggests that the maesters' claims to knowledge are seriously flawed.

Mirri Maz Duur's prophecy seems to be being fulfilled:

"When the sun rises in the west and sets in the east. When the seas go dry and mountains blow in the wind like leaves. When your womb quickens again, and you bear a living child. Then he will return, and not before."

Quentyn Martell, who bears the banner of the sun, came from the west (Dorne) and died in the east (Meereen). The Dothraki sea is dying from the onset of winter, going dry, and two of the great pyramids of Meereen have been shattered by the dragons (mountains blowing in the wind). Daenerys's womb quickened on the Dothraki sea, as she either menstruated or miscarried. This indicates she will bear a living child, and she will name him Drogo in honor of her dead husband.

Aegon's legitimacy remains in question. He could be what he claims, the son of Rhaegar. He could be an illegitimate descendent of the Blackfyres through the female line who has the Targaryen features. He could be the son of a Lyseni woman with similar features.

The motives of the Others remain unclear.