Since the end of Game of Thrones' Season 6 is just next Sunday, I decided to point out what should happen on this epic finale.
1. Arya (and Bran) arrive(s) in Winterfell (or at least leave where they are)
This will probably not happen because I think that Arya Stark's story is done in this season, however it would be heartfelt and awesome to see her arrive in Winterfell to meet with Jon and Sansa, or at least see her leave Braavos with destination being Winterfell. In relation to Bran, it will be most unlikely for that to take place due to the fact that he is in the north of the Walls wich means he has to pass the Night's Watch and that would take very long for this episode, though he should go back home.
2. Consequences are faced
All of us loved when the Arryn soldiers came in storming to help Jon's army, and behind it there was Littlefinger and Sansa. Also, of course, we enjoyed the reclaiming of Winterfell by the Starks but this actions have consequences. For example, who is going to rule Winterfell and become the Warden of the North? Does Baelish want a repayment from Sansa or is this his repayment for the suffering he had caused her? What is Jon going to do knowing that the White Walkers are coming?
3. The Night King becomes a threat to Winterfell
So, Winterfell is back on Stark's leadership (so is the North), but what comes next for them? That's right, the White Walkers are coming and the Starks are the only ones who can stop them, Jon and Bran already managed to escaped from them once each so that is how though and persistent they can be. And with Bran outside the Walls, there is only two possibilities - Jon goes to the Night's Watch and fight them when they come (alongside Bran) or Bran passes the Walls and goes to Winterfell and they fight there - in my opinion, the last one is better because Jon just reclaimed Winterfell so he shouldn't leave it and we already had enough of the Night's Watch. So, in this finale, they should introduce the Night King as their main enemy and be prepared for the ultimate battle.
4. Cersei has her revenge and The High Sparrow comes to an end
The Sparrows are in GOT for about two seasons now and their time has reached its breaking point. Cersei must fulfill her revenge and fix what she made. Not even her son is going to stop her, she doesn't need a trial by combat, besides the Mountain is going to explode the High Sparrow's head either way. He has to!
5. Daenerys departs for Westeros to accomplish her vendetta and rule the Seven Kingdoms
Just like the Sparrows, Meereen has gone on by two seasons, and it doesn't make sense because Daenerys was going so well conquering and freeing all this cities from the slavery but then decided to stop in Meereen for some reason. Despite that, the city is rebuilding now thanks to Tyrion, plus our Queen has more men and even more control over the Dragon which means that it is time to break the wheel and head for Westeros to conquer the Seven Kingdoms ( Tyrion must go with her ). This alliance with the Greyjoys cannot jeopardize this, however most probably will because the stupid uncle is coming from her, though if "they" ( the producers ) are smart they could have him be killed and then Khaleesi can head to Westeros, now with the help of the Greyjoys, why not ?
6. New things are set for season 7
Finally, set new things for season 7, because it is rumored that it will be the last season. So, we need completely new things for the most important characters to worry about and leave out a conclusion for the other side stories (some already had happened). Concluding, this final chapter must have legit conclusions for each story and set new points for the next season making it fresher and more epic.