Along with winter, war is also definitely coming to Westeros, and Wednesday's World Premiere at the Tower of London gave fans a glimpse of the danger that's headed towards the Seven Kingdoms.
But first, here's what's in store for the three Lannisters when the season returns in less than a month.
Cersei Lannister: Season 4 ended with Tyrion Lannister killing his father and escaping his tragic fate, thanks to his brother Jaime, and Lord Varys. But Cersei, who holds him responsible for the deaths of her father as well as her son, is not one to be easily appeased.
Cersei urges Jaime to find Tyrion and kill him, probably because she is afraid of Maggie the Frog's prophecy turning out to be true. In George R.R. Martin's novels, Cersei visits the sorceress who reveals that the former will marry King Robert and will have three children.
And although Cersei's children would rule, they would all be murdered, and a "younger and more beautiful Queen" would dethrone Cersei before she is killed at the hands of her "little brother."
Elaborating on what's in store for the character, "Game of Thrones" showrunner David Benioff told Entertainment Weekly: "Cersei is not someone who should be on her own for too long because she has dark ideas, and now has the means to implement those ideas. It's a powerhouse season for the character."
Tyrion Lannister: The dwarf and Lord Varys have successfully escaped from King's Landing and they are now in Pentos, and the season is expected to see them join Daenerys in Meereen.
A clip from the season shows Varys hinting that Daenerys might be the only one who could save the Seven Kingdoms.
"You never told me why you set me free," Tyrion asks, to which the eunuch replies: "I didn't do it for you, I did it for the Seven Kingdoms…I believe men of talent have a part to play in the war to come." He also hints that a queen might be the best bet to save the Seven Kingdoms.
Jaime Lannister: Jaime's relationship with his sister is expected to come under a lot of strain in the upcoming season, resulting in his heading to Dorne, and possibly attempting to stop a full-fledge war from erupting.
On what to expect in the upcoming season, Nikolaj Coster-Waldau, the actor who portrays Jaime Lannister, said season 5 will see the overlapping of major storylines. And this overlap, many suspect, might result in the death of a major character, and Jaime is believed to be the casualty.
"Game of Thrones" returns to HBO on 12 April.
