Given that Dany spent nearly all of her screen time in episode two planning her assault on Westeros and Casterly Rock, this quick shot of her dragons could point to something more than just an aerial jaunt over Dragonstone. Ned had told Arya that she'd one day become a lady and Arya responded with, "That's not me".
As they... got comfortable (a "foreign invasion" as Ellaria put it) in front of Theon, Euron's massive naval force interrupted.
While all this is going on, Arya Stark is steadfastly heading to King's Landing in her effort to cross Cersei's name off her list. Theon hears Euron call out to him, and he sees that his uncle is holding an ax to Yara's throat. I'm a big believer that Jamie will be the one to kill Cersei, either to save her from herself (because let's be honest, she just fully committed to Mad king Aerys' "burn them all" shtick), or he will kill her out of no control of his own.
The second segment is clearly about the Dragon Queen and she is expected to receive an unexpected visitor. Once again there is a clash in the opinion of Sansa and Jon, but the latter insists on riding to the Dragonstone. While this is going on, the Unsullied will sneak in and take the Lannister stronghold, Casterley Rock.
This post contains spoilers for Game of Thrones, but if you clicked on this and didn't realize that I honestly hope you have every TV show ever made spoiled for you.
The meeting is exciting for many reasons. She also asks House Tyrell to be on her side in these hard times, when the men reveal that the real fear is the three full grown dragons.
As she sits, poised and unwavering, Jon is welcomed into her castle. Littlefinger and Jon will have a conversation and it's pretty clear that it won't go as expected.
At the Citadel, Jorah is examined by Sam and Archmaester Ebrose. Leading the pack is her direwolf Nymeria, who was last seen in Season 1 after she released the wolf into the woods to keep from being killed for biting Joffrey. The King's Landing-related action this week seems to stem from Euron swaggering (seriously, is that his one mode of walking?) through the streets of King's Landing and waltzing into the throne, probably to drop off that gift. Though Melisandre told Dany that she believes both she and Jon will have an important role to play together, that doesn't necessarily mean the Dragon Queen will listen.
While in the woods, Arya is surrounded by a pack of wolves, including a huge dire wolf. Yara reverse-foreshadowed his flight during her interlude with Ellaria, telling her that when she was queen of the Iron Islands, Theon would be her protector. The show, meanwhile, had Ellaria and the Sand Snakes kill Doran and Trystane last season. Instead, we now have a hostage Yara and a guilty-conscience Theon.
Euron (aka Thrones' very own Jack Sparrow) proves he really is the best captain in the 14 seas by capturing Yara and slaughtering her fleet easily.