That is the big question since the battle against the Night King approaches.
Since last night second episode “A Knight of the Seven Kingdoms”, it became clearer who will probably won’t survive the third one.
Here’s a list of who we think won’t make it:

JAIME LANNISTER:it has become really obvious that the way to redemption for Jaime is to die fighting for the North. This episode didn’t take anything for granted and pretty much served this theory on a silver platter. “Redemption Song” singed by Johnny Cash is a song that comes to mind while watching Jamie in this episode, since he arrives on trial by Daenerys until he knighted Brienne. This might be the King Slayer final moments.

THEON GREYJOY:Another one who will fall bravely on Winterfell. This is almost a given, since he wants to die for the Starks honorably and also he’s pretty much exposed by being the one who will be protecting Bran, who’s the main target for the Night King.

JORAH MORMONT:He received Sam Tarly valyrian steel sword, he will die for Khaleesi wielding it. If not in this battle, soon and heroically, but it can be on this fight.

GREY WORM:He made one of the biggest mistakes on the show, making plans for a happier life post battle. He definitely will die fighting the death.

BERIC DONDARRION:Had a special moment with the Hound and Arya Stark, he will surely will not get back from the death when this battle is over.
In addition, there is our previous theories in which Arya dies on this battle, but I rather not hang on to this because I WON’T.

On the other hand, Daenerys has shown her true Mad Queen colors, when Sansa revealed that the North won’t have a foreign ruler and when she found out Jon’s real name is Aegon Targaryen, instant hate. However, for this, now I’m not sure it’s a pretty clever idea that she dies on this battle, it’ll be interesting to see her fighting for the Throne against Jon and Cersei.
We think we are prepared, but we are not.
Valar Morghulis.