Jaime isn't going to die first. I'm pretty sure he'll play a major role later on. Don't get me wrong, he'll be imprisoned by Daenerys but when the white walkers attack he'll get freed and he's going to smash them to finalise his redemption arc.
Beric is going to die fairly soon. Thoros is dead, so no second chances.
Also in this episode a key character wasn't shown at all, Melissandre. She's going to fuck some shit up as well.
All in all the episode was OK. Episode 2 better be lit af.
Also don't quote me on this but littlefinger is going to appear again. Something something faceless men. Maybe a jaqen appearance? Read some theories xd