Warning! This post is full of Game of Thrones spoilers and jumps in logic, so don't read if you haven't watched the latest episode of season eight!
One doesn't necessarily think the word "hero" when describing Ser Bronn of the Blackwater, but a hero he certainly is! He's saved the asses of the Lannister brothers more times than either of them can count, and it looks like he'll have the chance to save them once again.
Let's set the scene for you: we're finally coming upon the great battle of Game of Thrones' final season and all the players are at their stations. Winterfell is getting ready to take on the army of the dead and Cersei is in King's Landing with the Golden Company, waiting to see who will survive the clash up North. The closing scene of episode two shows a few White Walkers on horseback, watching Winterfell from afar, but there's been no sign of the Night King. So what's he up to and what does that have to do with Bronn?
A growing theory among fans is that the great battle of Winterfell is all a distraction for the Northerners constructed by the Night King. While Jon and Daenerys's forces band together to defeat the oncoming threat — totally expecting the Night King to ride up on his ice dragon — the Night King is actually traveling to King's Landing instead. By catching Cersei and her troops unaware, he'll be able to dispatch of them and accomplish two things: one, add over a million people to his army of the undead, and two, trap the North before they can recover from the battle against the White Walkers or try to seek refuge in the South.
It's a devious plan that proves the Night King is no joke and makes any victory 10 times harder for our heroes. But again you ask, how does Bronn factor into this? In the season premiere, Cersei pays Bronn to go up North to assassinate Jaime and Tyrion for betraying her. Though he's visibly just over the entire Lannister family's dysfunction, Bronn takes the crossbow Cersei sent via Qyburn and we can assume he goes on his way. That means that by episode two, when Winterfell learns that the undead army has arrived, Bronn is far on his journey up North. It also means that he's in the perfect place to see a glimpse of a dragon flying its way to the capital, giving him ample time to warn somebody of what's going down.
It makes sense for some to think that Bronn would turn back and head into King's Landing to warn them that the Night King is on his way. It would be the kind thing to do, since there are over a million people living in the capital and they definitely don't deserve to die for merely existing. But since there's also a giant dragon there headed to burn everything down, there isn't much Bronn can do to help since King's Landing lacks the main resource that the North now has in spades: dragonglass. And, at that point, Bronn is probably closer to Winterfell than he is to the South. So we'd put on money on Bronn kicking up speed and heading straight to Winterfell to tell them about what he's seen — coming just in the nick of time to, once again, lend a hand. (We all know he isn't going to kill the Lannister brothers, he likes them too much!)
If Bronn is able to warn Winterfell before they get in too deep, it could save them from being surprised by the Night King and give them enough time to figure out what to do. Of course, then the question is what do they do? Bran seems pretty sure that the Night King is going to be coming after him one way or another, so we're hoping that if the battle goes down this way, he'll have a plan for Winterfell's next move.