Oh, did we see three characters? It's actually four if you count the split-second that we see a White Walker's icy-blue eye at the very end. The camera pulls out on Cersei, the screen fades, and from the darkness emerges the piercing eye. It could very well be the Night's King, but it's impossible to tell. The message here seems to: while y'all are battling it out for your petty thrones, the White Walkers are planning to overtake everyone. Winter is coming.