I wasn't quite expecting the scene with Theon. Especially since there was that chapter from book 6 released by GRRM that featured both Theon and Stannis.
They definitely built towards the scenes with Cersei, Dany and Jon Snow. Seeing Ser Robert Strong realized was pretty surreal. With Dany, my head was spinning with just how many Dothraki appeared. Plus it appears that Drogon isn't quite all-powerful at this point in time. As for Jon Snow? That's been telegraphed for a while. Especially his interactions with Olly. There was a lot of foreshadowing that led to Jon's final scene. The one thing that threw me there was in the teaser portion, with the Benjen Stark bit.
As for how things move forward? I suspect that the reason why we never saw Lady Stoneheart in the show may have been a strategic decision. Sure, we saw Beric Dondarion brought back to life by Thoros of Myr in the show. But if we saw Lady Stoneheart realized, then the audience might come to think that this is something that's common in Westeros. And when something BIG comes up like we saw tonight, there might be an expectation among the audience that "Don't worry, they'll do the same thing that they did with Stoneheart". But alas, Melisandre returned to Castle Black before it all happened. As for those vows? They're only in place until death, right?