Jon Snow in the books should've been more broody and less idiotic haha i agree with Nymeria and Arya but usually they would at least drop hints of it before the season ends. When the next season starts, Nymeria would be a mere footnote in an epic story line, a small subplot if there are any, similar to what Littlefinger experienced in this season.
I too enjoyed episode 3, i think that's what your mentioning :) don't get me wrong, I love the season, the direction, not just how it panned out.