How can Arya become a Faceless Man when she only buried the sword? Wouldn’t that prevent her from becoming no one when she has the knowledge that a part of Arya is so easily accessible to her?

Great observation. What we know from the books about Faceless Man training is that part of it entails developing complete control over one’s face so that lies can be told as if they were the purest truth. It involves subsuming individual wants and desires in service to the Many-Faced God. A Faceless Man can’t just go off and kill whoever he wants. There are religious protocols to be observed, and the gift of death cannot be given to just anyone. I think it’s fair to question whether Arya, who has spent the last four seasons ticking off the names on her hit list, is willing to give up her mission of revenge. To me, the burying of the sword was symbolic. She may learn their ways, give up her personality, and change her face, but somewhere, deep down, she will always be Arya.

How is it that Littlefinger doesn’t know much about Ramsay Bolton? Shouldn’t he have gotten a little scroll via raven explaining something, anything about his torturous ways?

It’s hard to see Littlefinger’s angle here, but that’s probably the point. After all, we don’t know what Cersei’s raven to Littlefinger says, or what his response is. Surely, Petyr knows about Ramsay’s psychopathic proclivities; those are an open secret throughout the North. This arc is one of the biggest changes from the books, which features a convoluted story line in which Ramsay weds someone who claims to be Arya Stark but is actually the daughter of the late steward of Winterfell. On the surface, marrying Sansa to Ramsay is a huge Bolton win. Roose’s position as Warden of the North is shaky, to say the least. The Boltons were already feared and reviled before the Red Wedding, owing to the house’s dark flay-’em-and-slay-’em history, their practice of a lord’s right to bed his subjects’ wives, and Ramsay’s numerous crimes. Ramsay seized the lands of Lady Donella Hornwood by kidnapping her, forcibly marrying her, then locking her in a tower, where she starved to death after chewing off her own fingers. Roose Bolton not only betrayed the Starks, who were and still are widely beloved in the North (as evidenced by the Winterfell serving maid telling Sansa, “The North remembers”), but in carrying out the Red Wedding, he took part in the massacre that touched every noble house of the North. You simply cannot overstate how hated the Boltons are. Having Theon around Winterfell, albeit in Ramsay’s thrall, would be seen as a particular insult after his role in Winterfell’s sacking and the (supposed) murders of Bran and Rickon. Roose needs allies, and joining strength with Littlefinger and the Vale goes a long way toward securing his family’s position. The Vale and the North would be, in theory, a power bloc to rival the quickly fraying Lannister-Tyrell alliance.

Still, it’s hard to believe that Littlefinger, who seems to be creepily obsessed with Sansa, would be so careless about her safety. Maybe he really just views her as a chess piece. Or maybe he has something else cooking. After all, as Sansa’s uncle by marriage, he’d be in decent shape should the Boltons get knocked off by, oh, any of the thousands of their subjects who want to slit their throats. The North remembers. And the North surely views the wedding of Ned Stark’s innocent daughter to Ramsay Bolton with a mix of alarm and smoldering fury.

Who were the girls that were basically mean-mugging Sansa Stark as she was presented to Ramsay ‘I’m not going to hurt her’ Bolton?

One of them is Ramsay’s bed-warmer/partner-in-grime Myranda. You may remember that Myranda — along with Violet, another of Ramsay’s twisted companions — took part in the psychological portion of Theon’s torture back in Season 3, seducing him into a state of arousal before Ramsay appeared to sheer off his kraken. Later, Myranda helped hunt down one of Ramsay’s Most Dangerous Game–style victims, shooting the girl in the legs with arrows so Ramsay’s dogs could eat her alive. Myranda is probably not super-psyched to see her place usurped by Sansa.

Can you explain the supernatural realm of GOT? Between the Red God, ‘The Seven,’ and the old Gods it’s hard to discern the differences.

The Faith of the Seven is the dominant religion in Westeros, roughly analogous to medieval Catholicism. It was brought to the continent by the invading Andals roughly 6,000 years ago. The seven deities of the faith are individual aspects of one god. Those aspects are:

• The Father, representing justice
• The Mother, representing fertility and mercy
• The Warrior, representing martial ability; also a favorite of young boys throughout Westeros
• The Maiden, representing innocence and virtue
• The Smith, representing the dignity of labor and craftsmanship
• The Crone, representing wisdom
• The Stranger, representing the death that waits for us all

The Sparrows are an ascetic offshoot of the Faith of the Seven. They arose as a response to the widespread violence visited upon the realm’s lowliest servants of the Faith during the War of the Five Kings, when holy septs (churches) were pillaged and burned and septas (basically nuns) were raped and murdered by soldiers on every side of the conflict. Originating in the countryside, the Sparrows marched on King’s Landing, under the leadership of the High Sparrow, in order to make their suffering known to those who should have protected them.

The old gods are the ancient gods of the First Men and the Children of the Forest. The religion is prevalent in the North, and is represented by the faces carved in the weirwood trees.

R’hllor, or the Lord of Light, is the god of the red priests and priestesses, who are found predominantly on Essos. The religion preaches that light is in a constant battle with darkness. Many of its clergy seem to have — or at least represent to others that they have — the ability to pick visions of the future out of their flames. Others, like Melisandre and Thoros of Myr, have even greater powers.

The Drowned God is the undersea god of the Ironborn. It’s an ancient religion, possibly predating the First Men, with a quasi-baptismal ritual in which adherents are held beneath the surf until drowned, then brought back to life by Westeros’s version of mouth-to-mouth.

This article also has a decent explanation of the history of Braavos and Volantis.