Game of Thrones fans who’ve watched the preview for the season finale, Season 3, Episode 10: "Mhysa," may have noticed a brief glimpse of a character we haven’t seen since last season: Theon Greyjoy’s sister, Yara. The question is, why?

Warning: This article contains MAJOR spoilers from the A Song of Ice and Fire book series. Click away now if you don't want to know!

There’s not a lot to go on from the preview, as we just see Yara for a split second marching with an angry, determined look on her face. However, that, coupled with our knowledge from the books plus the fact that the preview also contains a scene with Stannis, Melisandre, and Davos, gives us a clue about where Yara may come in.

Remember that scene from Season 3, Episode 8: “Second Sons,” where Melisandre used leeches to drain Gendry’s blood (we’re trying to forget, personally) and then Stannis threw the leeches on the fire for the usurpers Robb Stark, Balon Greyjoy, and Joffrey Baratheon? Well, in the A Song of Ice and Fire book series, those leeches conveniently do line up with the death of the three named kings.

We already saw Robb Stark die (still drying our tears) in last week’s episode, so we’re anticipating the announcement of Balon Greyjoy’s death in the finale (that still leaves the sweetest leech of all, but we must be patient). The death of the Kraken King would explain Yara’s appearance, and why she looks angry. Her scene could then also begin laying the foundation for the expanded role we expect the Greyjoys to have in the series, which begins in the fourth book of A Song of Ice and Fire.

You didn’t think Yara was going to stay away forever, did you? She’s an Iron Islander, for the Drowned God’s sake! What is dead may never die!

Do you think we'll learn of Balon's death this week, or do you think Yara is back for another reason? Share your theories in the comments below.

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Catch the Game of Thrones Season 3 finale on Sunday, June 9 at 9 p.m. ET/PT on HBO.