The Basic Idea: After taking a "dark turn" and drowning in a freezing river, Sansa gets resurrected as Lady Stoneheart.
The Problem: When Sansa dons darker hair and black clothing at the end of an earlier season, many took it to mean she was reborn as some evil, vengeful being. But it really isn't so, seeing as she goes on to be imprisoned and constantly brutalized by Ramsay Snow. As for that river scene? Sansa is worried she'll die, but she doesn't. She makes it to Castle Black safe and sound. If she does die in the coming seasons, she'd still have to somehow get resurrected, and she'd have to have enough bitterness in her heart to exact her cold-blooded revenge. It's just not very likely.