Another thing is immediately after this vision she saw a cloth dragon being puppeted around before a cheering crowd. Stannis + Melissandre will be dragon pretenders - the glowing (but not burning!) sword, fulfiliment of the Azhor Azhai prophecy, Dragonstone. But they will be on the side of ice.
Other little things. Gendry in the brothel where he and Arya meet Bella the whore, who claims to be one of Robert's bastards (and seems to have the characteristic black hair). It's not known whether he went and "rang her bell" as he said to Arya (he maybe said that just to make her go away, or something), but if he did Gendry fucked his half-sister. :p
And another thing with Arya. She meets a Frey son who was going to marry a "princess," and that princess was unbeknownst to her to have been either Sansa or herself once Robb freed/found them. (He wasn't going to marry her now because of Robb and Jeyne Westerling. In a fit of anger she says, "I hope your princess dies!" Arya, you bad girl.
I just love this series.