Major spoilers ahead!
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They're also sad to see one of their favorite shows come to a close.
With that said, and with the events of last week's episode, there are three prevailing theories on that are gaining traction online. Fans can be great sometimes when they use their imagination.
So, let's take a look at each of these and speculate what may or may not go down in just a few days.
Last chance at a spoiler warning!
1. Jon kills Daenerys and reluctantly becomes king
Personally, this is the prevailing theory, but seems too easy to me. But let's take a closer look.
Obviously, after last week's turn for the Mother of Dragons, she can't be queen, at least not without a fight from Jon, Sansa, Arya and company.
Even Tyrion looked worried as she tore through King's Landing, her dragon killing thousands, including innocent children. It was hard to watch.
Jon must be rethinking his devotion to his queen -- and with good reason.
Now that certain lucky people know Jon is the one with a rightful claim to the Iron Throne, a move by Dany to kill Sansa or someone else close to Jon would seal the deal.
Then, our true hero would rise to the occasion and take his rightful place. After he takes down Dany -- or maybe Arya does.
They sure were setting something up for the young hero of Winterfell with that ending last week.
2. Dany kills Jon, then Arya kills Dany, then Sansa rules
This one seems very plausible as well.
Jon, the ever-devoted follower and compassionate hero, begs Dany to stop this madness and threatens to reveal his true ancestry if she doesn't step down from the Iron Throne.
To that end, she invites him for a private conversation and stabs him through his heart ... again! (Jon can't catch a break, huh?)
After hearing of her brother's death, Arya has one last name to check off her impressive kill list.
The young hero makes her way into King's Landing and takes out the Mother of Dragons.
Tyrion relents -- so does the rest of Dany's army -- and a grateful Sansa steps in to rule.
This would also make sense as Sansa and Tyrion have had a few moments where you can see them as a great pairing, either with him as the hand and her the queen -- or maybe more?
As for Arya, she was never meant to be a lady, as she has said, and she rides off into the sunset, never to be seen again. Or at least until resurfacing in a HBO "Thrones" movie a few years down the road.
3. Dany burns Winterfell to the ground and Jon proves he's the true king
The hypothetical episode begins with our new queen ruling with an iron fist on the Iron Throne.
As such, Sansa pushes back against her rule and Dany decides to bring Winterfell to its knees -- and to the ground.
She also kills Samwell, so that now no one knows about Jon's true identity except her loyal hand, Tyrion.
After killing the only family he's ever known, Jon can't take it anymore and approaches the queen with anger. She sentences him to death, while Tyrion continues to keep quiet about his true lineage.
And then she says the magic word, "dracarys." Drogon fires down a rain of flames on Jon to what seems like his untimely death.
But wait, what's that?!
Jon steps out of the fire as everyone stares in disbelief. The music blasts as we have our glorious reveal.
"I am the son of Rhaegar Targaryen and Lyanna Stark, they were married in secret, I am the true heir to the throne and your rein is over," he says.
Well, there you have it. Now all we have to do is see how it all turns out is tune in on Sunday night.
None of this may come to pass, of course.
But hey, it's fun imagining.
"Game of Thrones" ends Sunday at 9 p.m. Eastern on HBO.