Rickon Stark returns to Winterfell on Game of Thrones - what's Ramsay going to do now?

Warning: This article contains spoilers for Game of Thrones.

There was a touching moment at the end of Game of Thrones season three when Bran Stark, trying to protect his little brother, put him in the care of the wildling Osha.

"You and Osha and Shaggydog head for the Last Hearth," Bran told a tearful Rickon. "The Umbers are our bannermen. They'll protect you."

Rickon didn't want to leave his brother, but Osha calmed him down. "You and me, we're going to have some adventures," she said.

That's one way of putting it.

Rickon Stark with Shaggydog. Photo / HBO

It turns out that going north of the Wall would have been a much safer bet. White Walkers are terrifying, but at least they dispatch with their victims quickly (before transforming them into killer zombies, anyway).

Rickon and Osha are now in the care of Ramsay Bolton, a man who's happiest when he's coming up with creative ways to torture people.

How did we get here? Well, the "oathbreaker" of the episode's title didn't just refer to Jon Snow ditching the Night's Watch. The supposedly loyal Stark bannermen aren't so big on honor these days.

When Osha (Natalia Tena) and Rickon (Art Parkinson) showed up to the Last Hearth, Smalljon Umber didn't take them in as Bran predicted.

Instead, he killed Rickon's poor direwolf, Shaggydog, then gift wrapped the Stark heir and his chaperone and delivered them to Ramsay, the newly installed Lord of Winterfell and Warden of the North. And just as Ramsay was running low on hostages.

This isn't what anyone had hoped for when Maisie Williams (who plays Arya) let slip that Rickon would return to the show.

Viewers might remember Smalljon's father Greatjon Umber from way back when. He was a Stark loyalist who swore allegiance to Ned's son even after Robb's direwolf bit off a couple of the old man's fingers. But, according to Smalljon, Greatjon did what all men must one day do. We won't be seeing him again.

Assuming this isn't part of some vast conspiracy to bring down House Bolton and there was the whiff of such a plot in George R.R. Martin's book A Dance With Dragons this is very bad news for Rickon and Osha.

The latter's fate is pretty much sealed, since Ramsay will treat Osha the horrific way he treats every woman who isn't Myranda. Let's just hope we don't have to witness it.

But Ramsay could go one of three directions with the youngest Stark:

Ramsay kills Rickon

Roose Bolton and Ramsay Bolton. Photo / HBO

This would be a safe bet for Ramsay. As far as anyone knows, Rickon is the rightful heir to Winterfell, so keeping the boy around is a risk. As long as there are Starks floating around, there's the possibility that loyalists will find a reason to rally.

That's the whole reason Roose sent men to track down and kill the remaining Stark heirs, including Jon Snow, even though a bastard would have no real claim on Winterfell.

Then again, why kill one potential Stark heir, when you can kill two? Which brings us to the next possibility.

Ramsay uses Rickon as bait

Rickon Stark. Photo / HBO

It would be easier for Ramsay to kill Jon if the Night's Watch leader came to Winterfell. Remember what happened last time the Boltons sent someone to track and murder Jon?

Hired assassin Locke didn't exactly rush to finish the job. Instead, distracted by the tantalizing possibility of torturing some innocents, he was killed by Hodor.

Ramsay could send someone else to infiltrate the Night's Watch and do away with Jon, but wouldn't it be simpler to just lure Jon back to his home? And wouldn't Jon's youngest brother be effective bait?

There's no better time for it, too, considering Jon just left behind his post as Lord Commander. And what else has he got to do? Thanks to the whole dying thing, his calendar looks pretty clear.

Ramsay exchanges Rickon for Sansa

Sansa Stark and Ramsey Bolton. Photo / HBO

When Sansa escaped, Ramsay suddenly had a very big problem. His alliance with House Stark was dissolved and all the men loyal to the former Warden of the North could about-face and turn on House Bolton.

Since Ramsay's dogs and hunters didn't succeed in tracking down his bride and bringing her home, he could try a new approach now that he has a bargaining chip.

If Sansa heard Rickon had been captured by her sadistic husband, would she be willing to take his place? Not that anyone should trust a deal with Ramsay, who would probably kill Rickon in front of his sister as soon as she returned.

But it's a strategy and Thrones characters have certainly done stupider things to end up in Ramsay's grasp.