At this point in Game of Thrones, everyone felt like the Starks had been through enough. And in season three it sort of seemed like things were looking up: Robb Stark meets a nice girl and is going to be a dad, and the Hound is on his way to The Twins to give Arya back to Robb and Catelyn.
And then, in "The Rains of Castamere," it falls apart so fast. Robb dies; his wife, Talisa, dies; their unborn baby dies; Robb's direwolf, Grey Wind, dies; and then Catelyn dies after watching it all. In one fell swoop, the Starks are almost decimated, and their war against the Lannisters ends, thanks to the betrayal by the Freys and Boltons at what came to be called The Red Wedding.
As if that wasn't enough, the wildlings that Jon Snow had tenuously persuaded to trust him finally realize his true loyalties and turn on him. He barely escapes thanks to Bran's warging into Summer but never realizes that Bran is the one who helps him. This is also when Bran tells Osha to bring Rickon to the Umbers to stay safe. There's no way for Bran to have known it at the time, but we know now that going to the Umbers is definitely not safe for Rickon.
The episode tries to lighten things up by giving Daenerys another victory over the slave masters in Yunkai thanks to her soon-to-be boy-toy Daario Naharis, but come on. Like any of us were ever going to be happy again.
