Game of Thrones' fifth season has outdone itself. As if Sansa's awful marriage, Shireen's gruesome end and that White Walker battle at Hardhome weren't tough enough to watch, the show's final episode packed in some seriously jaw-dropping moments.

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We had blood and gore courtesy of Arya's eye-gouging, the poisoning of a princess, the killing of a potential king, the suicide of his wife, and, most distressingly, the apparent death of fan favourite Jon Snow.

It was awful, yes – my heart hasn't raced that hard since my Year Nine bleep test – but none of this should come as a surprise.

We should see these 'shock deaths' and 'plot twists' coming by now. And yet we don't. We take to Twitter. We shout and mutter curses at George RR Martin for killing everyone we love. We sometimes shed actual tears. We are continually, perpetually shocked and confused by what goes on in Game of Thrones, as if this isn't what we've come to expect.

Ned's beheading, the Red Wedding, now this. We are doing what Einstein dubbed insane: watching the same show over and over again and expecting different results.

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It's taken me until now to realise it. I start each season eager-eyed, full of naive dreams for my favourites. I fall for George RR Martin's game as each April comes around. I hoped Daenerys and Tryion would spend season five larking around in Meereen. I wanted Sansa to find peace in Winterfell, Margeary to enjoy married life with a husband so much sweeter than Joffrey. Heck, I still think about how things could have been if Ned were allowed to live out his days in the North.

But no one has ever got what they wanted in Game of Thrones. Jamie tells Mrycella the truth and they share a moment of tenderness. Of course she dies moments later. Arya gets to triumphantly kill Ser Meryn Trant, the first man on her deadly list, but then she must lose her sight as punishment. Thrones has dealt primarily in incessant struggle, misery, injustice, cruelty and despair – so why on earth are we surprised each time Thrones breaks our fragile little hearts?

The pattern is unlikely to falter in seasons six and seven. If you see Martin's tale coming to a close with peace, prosperity and the citizens of Kings Landing merrily waving patriotic flags, I fear you are very much mistaken. A big battle is waiting to be fought and – with just two seasons left – we're still not sure who will be on either side, or who we want to win. And right now it feels as if really we are just waiting for the end of the world.

To quote the abhorrent Ramsay Bolton: "If you think this has a happy ending, you haven't been paying attention."

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