HBO Warning: Major spoilers head for the series finale of HBO's "Game of Thrones." On its series finale episode, "Game of Thrones" brought one final prophecy from George R.R. Martin's books to life. The show never directly mentioned Azor Ahai or the sacrifice of Nissa Nissa, but the finale wound up bringing about the devastating murder of a major character anyways. Visit INSIDER's homepage for more stories The series finale of HBO's "Game of Thrones" concluded with one last upsetting death, and it comes very close to matching with legends found in George R.R.