Edmure Tully is Catelyn Tully’s younger, thicker, dumber brother. We first met him in season 3, when he was helping Robb Stark with his war effort. Unfortunately, he was more hindrance than help, making a strategic mistake that cost King Robb a chance to kill Gregor “the Mountain” Clegane. To atone for this, he agreed to marry one of Walder Frey’s daughters in place of Robb, who had broken his promise to wed a Frey in favor marrying Talisa Maegyr. At first, everything seemed to go smoothly. Edmure married his beautiful young bride, was escorted out of the room, and then while he was consummating the marriage Walder Frey killed his family and most of the Stark and Tully soldiers.
Walder Frey kept Edmure a prisoner at the Twins for several seasons, during which time Edmure’s wife Roslin Frey gave birth to a son. When the Blackfish retook Riverrun, Walder Frey had Edmure taken to the siege in the hopes he could intimidate the Blackfish into opening the gates. It didn’t work, but Jaime Lannister convinced Edmure to cooperate lest he kill everyone inside, plus Edmure’s son. Edmure helped the Lannisters retake the castle and was returned to his cell beneath the Twins.
Edmure Tully is back where he’s been for the past few seasons: in prison. However, the Twins have undergone a shakeup since then. Arya Stark has killed Walder Frey, which could result in a power vacuum. If Edmure could escape during this chaos, he still has people in the Riverlands loyal to him and his family.