Jon Snow is Azor Ahai
One of the HBO series longest running and most directly discussed prophecies is that of Azor Ahai/The Prince That Was Promised. Finding this prince was Melisandre's entire purpose, and in Westerosi history, the prince was who defeated evil to end The Long Night thousands of years ago and followers of the Lord of Light have been big believers in this prophecy. In High Valerian, the word 'Prince' is gender neutral, so while we originally believed Azor to be Jon Snow, it could also be Arya Stark.
Arya Stark is the Grey Girl
This one isn't a prophecy that show watchers know, but it appears in the books and on Reddit and it ties perfectly with a scene from 'The Bells'.
"When Melisandre asks R'hllor for a vision of Azor Ahai, she sees a vision of a girl as grey as ash fleeing on a dying horse. I don't know if you noticed this in the last episode, but I was shocked to finally see Melisandre's vision in S8E5, when Arya flees King's Landing on that pale horse. Arya is the grey girl.
"The girl. I must find the girl again, the grey girl on the dying horse. Jon Snow would expect that of her, and soon. It would not be enough to say the girl was fleeing. He would want more, he would want the when and where, and she did not have that for him. She had seen the girl only once. A girl as grey as ash, and even as I watched she crumbled and blew away. Melisandre (ADWD)"
"This vision in the books, has been misinterpreted as Alys Karstark fleeing, was infact Arya at the end of Episode 5, when she mounts the pale mare covered in ash."
Daenerys' House of the Undying Vision
In Season 2, Daenerys visits the House of the Undying and has a vision of the Throne Room at King's Landing. In the vision, the Red Keep is destroyed and covered in what appears to. be snow. Given the events of 'The Bells', it seems that what we've long assumed to be snow might, in fact, be ash and the vision could have referred not to a monarchy that Dany needed to reclaim and fix, but one that she herself destroyed.
This vision seems like a prophecy that will play into the events of the finale, in one way or another. In the vision, Dany also sees herself reunited with Khal Drogo and their son, so maybe she'll have a happily ever after in the afterlife, because it would be shocking if she survived the final episode at this point.
Arya's Green Eyes
There's another Arya Stark prophecy that fans keep bringing up. Finally, there's another Arya Stark prophecy still lingering out there. When they first meet, Melisandre prophecises that Arya will close many eyes, including brown eyes, blue eyes, and green eyes. She's closed a lot of mortal brown eyes and some pretty prominent blue eyes (the Night King), but we've yet to see her kill a green-eyed person. For a while, it looked like that green-eyed kill would be Cersei, but Arya abandoned her quest to kill the Lannister matriarch. In the series, Daenerys has green eyes, which has led to speculation that Arya could be the one to take her out in the end.
WATCH: 'Game of Thrones' Finale Episode Trailer.