Episode was incredible. Hodor's origin and the King's origin with Leaf was amazing (and I think it goes deeper and he is Brandon Stark, not "the Builder" but rather a subsequent one who was Lord Commander). Sansa... very cool, although I think she is being foolish not to take the two armies and join them with Jon. The red priestess is HUGE, and makes total sense if you read World of Ice and Fire which details the long history between the "red" and the Valyrions.
But everyone got so distracted by Hodor in that scene that nobody has mentioned that Meera KILLED A WALKER. She used a spear just like the one Leaf threw, but Leaf's just bounced off. Who is the only other character we have seen kill a walker like that? Combine this with the fact that Meera's father is the same dude who saved Ned in the flashback fight earlier in the season when (I think we are all now convinced) Lyanna is giving birth in the tower. The theory floating around now, which is given ammo after this episode is that Meera is related to Jon, and perhaps in a Lucas-esque twist, is his twin. I know the ages don't appear to match, but remember, Jon is WAY younger than he looks.
Overall, as a book reader, to answer the previous question, I am loving the mystery that is back with this season.