The first episode of Season 6 of "Game of Thrones" ended with a shocking revelation regarding Carice van Houten's Melisandre that has sparked a lot of interesting theories on what it could mean in the larger scheme of things.
Warning: This post contains spoilers from the Season 6 episode 1 titled "The Red Woman."
Like fans, Melisandre appeared really shocked by Jon Snow's death and towards the end of the episode we saw her removing her necklace and turning into an old feeble woman. One of the questions that fans have raised was if Melisandre has always been an old woman who concealed her true age using Glamor, the art of concealing true image using magic.
According to another theory, the magic might be in the necklace, as it glowed when Melisandre took it off. However, as fans have pointed out, Melisandre has been seen in previous seasons without the necklace and at the time she did not transform into an old woman.
This theory from Reddit might explain why she did not transform.
Melisandre still appearing young in the bath scene while not wearing the necklace - The necklace isn't the only thing that can hide her youth. In the same bath scene she reveals to Selyse that she has several potions that are for deceiving people's eyes. Therefore, it is implied that there were potions that also keep her youthful. During the scene where she takes off the necklace, the camera spends several seconds focused in on the potions, I doubt that was just for cinematic effect.
Another theory, which has received approval from a lot of Kit Harington fans, is that Melisandre has sacrificed her life so that Jon Snow could live. If this theory turns out to be true, then Melisandre's days are numbered and she'll die before Season 6 of "Game of Thrones" winds up.
"Game of Thrones" airs Sundays on HBO.