1. The same weapons keep showing up, sometimes decades apart
Besides maybe castles, weaponry seems like the one thing in the Game of Thrones world that sticks around the longest. Long after your favorite characters are brutally butchered (or much less likely, die of old age), their descendants will wield their swords and daggers. It helps that this world's technology doesn't seem to progress much at all.
The show takes great pains to show the long-term relationship the people of Westeros have with their armaments. Above you can see Ned Stark wielding his trusty longsword (not to be mistaken for Ice, the greatsword that got melted down) in both the first season and in a flashback to his young self, the latter of which which aired years afterwards.
That might go unnoticed by most casual viewers, but Game of Thrones' meticulous attention to detail simultaneously enriches and grounds the huge world it's been building over seven seasons. Most of the time, these callbacks and throughlines are never explicitly mentioned. Like how Craster keeps the same axe from season to season.
On a certain level you might be able to attribute this to a well-organized wardrobe department that keeps everyone's outfits and accessories in line from year to year. But as we'll see, there's a little more to it than just proper planning.
More recently we've seen the Catspaw Dagger make a reappearance in season seven. You know, the same curvy blade that Littlefinger offered to Bran in Winterfell. It last had significance back in the first season, when an assassin used it to try to finish off Bran after his fall. Ever since Sam came across the dagger in a book during his maester training, it's become a sort of Chekov's Shiv -- you just know it's gonna be used to murder someone soon, especially since it's now strapped to Arya's waist.
But weapons in the Game of Thrones universe are often vital to the identity and continued existence of houses, great and small, and the show has taken great pains to reflect that. Take House Umber, for instance. At the end of season one, Greatjon Umber celebrated the crowning of Robb Stark as King in the North while holding his house's unique sword:
Greatjon dies offscreen somewhere between season three and season six, and his son Smalljon (yes, this show is silly sometimes) takes over the mantle of Lord Umber. After the Smalljon betrays House Stark and sides with Ramsay Bolton, he can be seen charging the field with that same sword. Note the loops on either side of the hilt.
You get the feeling that this sword was with the Umbers long before the events of the show, and ice zombies permitting, will stay in the house for generations to come. That kind of careful continuity not only makes the universe more credible and believable, but at the same time reinforces the importance of legacy and family duty, themes that are core to the show and the books.
Speaking of family legacy...
2. Lyanna Stark connects Sansa Stark and Robert Baratheon
We don't see much of Lyanna Stark in Game of Thrones, but she might be one of the most important people in all of Westeros. Besides belonging to an important house, Lyanna's infamous runaway romance with Rhaegar Targaryen is more or less what started the events that lead to several wars, including the one raging in season seven. Well, the White Walkers would probably still be making cold blue baby slaves, but other than that.
So many people talk about Lyanna with a kind of awe and hushed reverence. We see in the first season that Robert Baratheon is still holding a candle for her, long after her death and his marriage to Cersei Lannister. While the late king was visiting Westeros in the premiere episode of the series, he paid tribute to Lyanna in the crypts under Winterfell. Placing a feather in the hand of Lyanna's statue, Robert honors her memory and the love that could never be.
After that pilot episode, we don't see Lyanna's statue again until season five, when Sansa returns to Winterfell. Sure enough, Sansa approaches her aunt's grave only to find a dusty old feather.
Though it was notably out of place, Sansa probably had no idea of its true significance. At the same time, she was down in the crypts for the same reason as Robert: To rekindle a comfortable connection to the past during a confusing time.
That being said, moms everywhere will agree that you should never touch strange feathers you see on the ground -- you never know what kind of diseases they might be carrying.
3. Jon Snow eats his own words
When it comes down to it, most of Game of Thrones is a series of gravely serious conversations held by people in silly costumes while standing in stuffy rooms. The show has gotten pretty damn good at that, in part because the characters have a way of remarking or reflecting on one another without realizing it.
Case in point: Above we see Jon Snow attempting to talk some sense into Mance Rayder, who was at the time facing death for refusing to bend the knee to Stannis Baratheon.
It's a stinging indictment, one made a bit more painful when Daenerys unknowingly bats those same words back at Jon Snow when it's his turn to bend the knee to Khaleesi.
Just when you thought Jon Snow knew something for once.
4. Cersei's handmaiden is loyal as hell
A lot of people suddenly took notice of Cersei's handmaiden for the first time with the third episode of season seven -- after all, her suddenly appearing at Cersei's door, mimicking her pixie cut and tight black high-necked militaristic-dress was pretty hard to miss (also hard to miss: her casual dismissal of Cersei twincestin' it up). But the more impressive thing about the handmaiden (Bernadette, in case you'd forgotten) is how long she's actually been on the show -- five years.
Sarah Dylan has portrayed Bernadette ever since Season 2's "A Man Without Honor" - and even in her brief appearances since has created an interesting character. This is someone completely devouted to Cersei, to the degree that she stood by her throughout all of Cersei's trials and tribulations and even adopted her new signature look out of admiration. In a show that has had multiple actors play the Mountain and like 30 different dudes play Daario, it's strangely satisfying to see a small role carry through for so long.