"Inside the Episode"
David Benioff, Executive Producer and Writer, talks about the gripping scenes in season 6 episode 4.
Jon Snow packs his possessions. Referencing Hardhome, Edd tries to convince his friend not to leave, but Jon is adamant he has fulfilled his oath. A horn sounds as Brienne, Podrick, and Sansa Stark arrive at Castle Black. Filthy and road-worn, Sansa looks around the courtyard, locking eyes with her stunned half-brother. Jon approaches her slowly, and the two embrace.
Once clean and warm, Sansa asks Jon to forgive her childhood behavior towards him. The two agree to stick together but Sansa tells Jon they must take Winterfell back from the Boltons. Jon states he is tired of fighting, but Sansa, no longer a girl, replies, “I’ll do it myself, if I have to.”
The High Sparrow tells Margaery of his own humble origins: He was a cobbler who strove for luxury before realizing his indulgence was all for nothing. Impressed with her knowledge of The Seven-Pointed Star, he allows Margaery to visit Loras. Margaery is startled by her brother’s condition, and encourages him to stay strong, but Loras begs his sister to "let them win."
Inside the temple, Daenerys is introduced to a young priestess who escorts her outside for some air. Emerging from the shadows, Daario grabs the girl, but Dany commands him not to kill her.
The following evening, Danaerys faces the khals. “You are small men,” she tells them, “Under you, the Dothraki will be a small people.” Moro’s rage surfaces as Daenerys claims she will be the better leader. Calmly, she pushes over lit braziers, setting fire to the temple, and serenely watches the men burn. Emerging from the flames naked and "unburnt" Daenerys looks on defiantly as the khalasars, Dosh Khaleen, Jorah and Daario all prostrate themselves before her.