The episode title popped up on HBO’s schedule for Sunday, May 4th. The fifth episode of season 4 will be called, “First of His Name.”
Game of Thrones episode titles often have multiple meanings and this could be one of them. There are a few possibilities as to whom the title could refer to, as “First of His Name” is often appended to a ruler’s name and there are several men across Westeros and Essos defending and scrambling for thrones.
Ours is the Fury: I do think the episode title is most likely referring to one important character, but to elaborate further would be very spoiler-filled territory.