Maybe I'm reading into it too much, but I got the impression Ormund's relationship with Daeron might be a bit...abusive. Like, Daeron's dragon really didn't like Ormund touching him. Of course even if it isn't a sexual thing, forcing a child to execute a guy who did nothing wrong is abusive in itself.
I'm pretty sure Sunfyre is going to turn out to be alive but just in a deep dragon coma. Maybe Aegonn will do some fire magic to wake him. Then burn all those assholes he encountered this week. (I'm aware of what happens in the book but this isn't a book spoiler, I'm just going by the events of the show.)
Daemon's lie about Rhaena is obviously going to get out, probably in the season finale. It's nice that he does care about her, at least.
Ulf is going to betray Rhaenyra because she won't let him go to the pub, isn't he.
Lady Jeyne Aryyn looks like a beautiful elf queen.