Just in case you missed it...
Well, I'm getting ahead of myself.
To set the videos up, Ramsay Bolton (formerly "Snow") is the psychopathic bastard son of a truly twisted noble house. The sigil of House Bolton is the body of a man who has been flayed alive. Ramsay murdered his legitimate siblings and his own father to become the head of House Bolton. Torturing and flaying people is his hobby He abuses his dogs. He abuses everybody. He's a consummate sadist.
The Boltons had overrun the keep of the Starks, Winterfell. through the treachery of Ned Stark's ward Theon Greyjoy. Young Bran Stark was wrongly thought to have been killed, and sister Arya Stark posed as a servant, escaped, and began a series of adventures in the East (she's on her way home now). The youngest Stark, Rickon, was taken prisoner. Ramsay rewarded Theon by imprisoning him and having pieces of him flayed until he begged to have them cut off. He ultimately was castrated. That's gratitude for you. I expected Ramsay to die for his crimes at some point, but he deserved more than a clean. simple death. One of the people in a YouTube reaction video remarked that Ramsay was so evil that he turns you evil because of what you want to happen to him.
In the show (though not in the books), sister Sansa Stark is forced to marry Ramsay- the man who killed most of the people she grew up with, burned her home, and whom she believes murdered her younger brother in cold blood and holds her youngest brother captive. He repeatedly and sadistically rapes her. She and Theon- the latter beginning a long and continuing path toward redemption- escape, Theon goes home to the Iron Isles. Sansa goes to her illegitimate half-brother Jon Snow. Jon was until recently Lord Commander of the Night's Watch, a kind of monastic military organization manning The Wall in the North that keeps out the savage Wildlings and, worse, the undead White Walkers. I won't get into Jon's backstory any further at the moment. To say that it's complicated is to put it mildly.
Fortunately for everyone, Jon was the first outsider to treat the Wildlings decently and they had become his friends. The Wildlings (including Wun-Wun, the last of a race of giants living north of the Wall) march south with Jon and Sansa with whatever additional support they can find along the way to rescue Rickon and take back the Starks' home. Though Jon refuses to acknowledge it, it is clear that their force isn't nearly big enough to confront Ramsay with any hope of success. But they do it anyway.
Sansa had previously taken refuge with "Littlefinger-" Lord Peter Baelish, a Machiavellian schemer who had loved her mother and probably now loves her. But he had betrayed her by sending her to Ramsay, supposedly not knowing what he was like and thinking that it was the best way to keep her safe. Now he is guilt-ridden. He also has access to a large military force, the Knights of the Vale. Sansa, who throughout the show has been growing the hard way from an innocent, sheltered and somewhat silly child of the nobility into a "playa," writes to him and plays on his guilt in order to get him to bring the knights to their side in the upcoming Battle of Winterfell. But she doesn't tell Jon, who thinks she's still the silly kid he grew up with and refuses to take her advice. As a result of this, his impulsiveness, and his lack of strategic realism, she doesn't trust him with the knowledge that the swallow-bannered Littlefinger and the Knights of the Vale may be coming to help.
Embedding. it turns out, is disabled. So I'll just link to the videos. Please forgive the overlap.
The second part.
And here's the conclusion.