Bad things:
•Petyr Baelish getting off free - I'm somewhat ambiguous about this one, because I love Petyr's character, but he did, y'know, murder Jon Arryn and start the War of the Five Kings.
•Arya or Sansa dying. Not that I don't love their characters, but there's been some level of potential foreshadowing for their deaths, so I'm prepared.
•Jon+Dany. In theory, it's an awesome pairing, except that she's his aunt.
Worst things that I could handle:
•Jon's death. I can see it happening, but I bloody hope that it won't.
•The Boltons and Greyjoys avoid justice.
•Brienne dies. If she died on that noose, and I've spent the past five years thinking that she hadn't, I'm going to be a tad annoyed.
•Catelyn not put to rest: Catelyn has already turned the BWB from an awesome group of knights into a bunch of pricks, so I hope that she dies for good, before she can do more harm.
•Dany's dragons are subverted. They won't die until Westeros, at least, but I bloody hope that they're not stolen.
•Tyrion or Jaime dying. I'm a fan of the Lannister boys, and I'd like to see them both live out the series.
GRRM just being sadistic:
•Bran or Rickon dying.
•No explaination of the Others. Why do they do this? Who is their god? What are their powers? Everything else in this series is richly detailed, and it would suck to have the others be only a mindless force for evil.
•Freys survive the series. Not after the Red Wedding, no way.
•The wolf does not return. If the north really is broken, and for good, then that'll just suck.
Mind numbingly terrible possibilities:
•The series is never finished.
•Greatjon Umbar is never seen again.