Spoiler!ugh, well at least it's worth the read, but sadly at the moment I'd rather hear more Sansa, Arya, Cersei, and the usual Stark and Lannister bunches.
Spoiler!The Targaryen heir is, I would guess, the "Golden Mercenaries" Leader mentioned earlier. Because, for one thing, they are mentioned repeatedly in the same memo that metions Dany, and usually repitition combined with feeding in details and facts means that it will come back. For another, there's the whole thing about how the mercenaries are made of exiles. And lastly, they have turned away from bussiness and headed in an odd direction, which screams "re-invasion" to me. The only way the guy could be more direct, though, would be A. Rhaegar's child, or B. Dany's older bro.
also, I'm a little dissapointed by the whole 3-eyed-crow letdown....it had a rather mysterious buildup. Of course, I think the more important thing might be whoever "cold hand" is. Now, he's either a very clever and tricky Other trying to use Bran as a tool to escape the confinement of the North. Or he could be a rogue zombie. Or another faction in the North could use zombies. Or it could be a very chilly version of those little green midgets mentioned earlier, the Children o' somethin or rather. Whatever the case, it seems enlightening.
However, Davos' survival makes me very happy; the onion knight was a good character, I didn't want him gone (please let it be Dany's skeleton there).
Don't tell me this one thing, which will probably be half the bloody book anyways though: If Dany actually realizes "hey, I'm getting sidetracked and horribly bogged down, maybe I should actually get on with the bloody invasion before I do something incredibly stupid and inevitably lose either my Dragons, Spartans, or both". As I said, the title tells me that she's probably going to make up her mind and get on with it.
Spoiler!
Coldhands is still a mystery. The implication, based on his garb, is that he was at one time a brother of the Night's Watch. He is now very definitely dead, though, and his form is certainly identical to the blue-eyed black-handed freakshows. He can't pass through the gates in the Wall, can't pass through another barrier that comes up later. Basically when asked about it, all he tells Bran is "Yes, I'm a monster, but I'm your monster." Nothing more happens re: Coldhands. The three-eyed crow is interesting, but nothing really happens. We do get a quick glimpse of the Children of the Forest, though.
Dany's brother went CLANG! in Vaes Dothrak, so it's not him. Interesting idea about the mercenaries, though - the Golden Company does play a big part.