Five ASOIAF characters that should have made it into Game of Thrones

Lady Stoneheart

Fans were truly devastated when the ominous and sinister Lady Stoneheart was not included on Game of Thrones. Well, she was, but only before her death. It may surprise show watchers, but the late, great Lady Catelyn Stark is brought back to life in the epilogue of A Storm of Swords after she is murdered by the Freys at the Red Wedding. The Brotherhood Without Banners, champions of the common people, and their leader Lord Beric Dondarrion, find Catelyn's dead and decaying body on the banks of the river Trident after the massacre. After being told she is too decayed to bring back to life, Lord Beric ignores his friend Thoros of Myr and brings her back to life by giving her the Last Kiss, dying in the process.

Westeros would never be the same again. Rather than the stern but ultimately morally good Catelyn, her reincarnation -- known as Lady Stoneheart -- is a vengeful murderess bent on killing as many Lannisters, Boltons, and Freys as she can find, along with any who wear their colors. While she only makes infrequent appearances throughout the last three novels, Lady Stoneheart flits along the edges of the other character’s stories leaving a mysterious trail of death. So far, she is suspected or confirmed to have murdered Petyr Frey, Merrett Frey, and Walder Frey’s heir Ryman Frey. Death by hanging is Lady Stoneheart’s preferred instrument of death, and in one of the cliffhangers of A Feast for Crows.  she hangs Brienne of Tarth, who once swore her loyalty, leaving Brienne’s fate in doubt.

Although it's hard to know without reading more, the scene in Game of Thrones season 7 where Arya Stark kills the remaining Freys may give us a clue as to what Lady Stoneheart will get up to in The Winds of Winter.