Well ... this was a strange episode.
The idea of capturing one of the walking dead looked increasingly silly. Additionally, knowing they needed a) obsidian, and b) fire, they brought neither!
The episode felt like it ran through a string of horror cliches - everything from the male bonding on the road, the redshirts, to the hero and best buddies surviving a siege, to Benjen appearing at the end to sacrifice himself (why?) to save Jon. And how on earth did Dany find them in an area as huge as a the Land beyond the Wall, and in such quick time (the way the passing of time has been dealt with has been a problem recently)?
I'm also struggling to understand why Jon and The Hound and the giant fellow aren't about to turn into Wights - isn't that what normally happens when the white walkers wound you? Or am I getting mixed up? Simply that at one point I was convinced that the Hound was going to become infected, and end up as Undead Sandor - who would then be able to successfully take on Undead Clegane - and that was before he got his hand bitten!
Also, wouldn't taking one of the undead to King's Landing be a pretty stupid idea? Isn't that asking for the dead to somehow escape, therefore tuning King's Landing into a zombie apocalypse? IS that what the bitter-sweet ending is going to be - that Dany will end up having to burn down Zombie King's Landing??
I don't know if I'm being harsh - Dany leading her dragons against the white walkers is something I was hoping to see from the beginning. But the way this episode went left me feeling somewhat dissatisfied and underwhelmed.
It was an interesting episode on some levels - but too often felt like cheap TV, where you have to leave your brain at home.
One more point - is Sansa distrusts Littlefinger, why does she confide in him so much rather than someone else? Confide in Brienne and she'd be quick to tell her to isolate Littlefinger. However, kudos to Sansa for being the first leader to actually think of sending a delegation, rather than make a personal appearance in the most dangerous of circumstances (as everyone else has done).
EDIT: One more thing - I seem to recall discussions about ice dragons from the novels ... so it would be a little surprising if there's only one - but then, why do the wights never win if they did?