Prepared For The Worst
With every new season, Gwendoline Christie, who played Brienne of Tarth, always mentally prepared herself for the worst, should her character be killed off on the show. She also shared that it took her some time to digest the ending of Season 8, but believes show runners did a good job with the ending.
They Mean Business
Sophie Turner, who plays Sansa Stark, is engaged to pop star Joe Jonas. This gave him the unique perk of being able to be on set during the filming of the final season. This means that he does know how the show ends, and so he was forced to sign an NDA in order to protect the secrecy of how the series ends.