What deity is responsible for the northern "risings?" if any?
The wildlings (or Craster and his wives, at the very least) seem to think the White Walkers
are gods. They called them "the cold gods" when Craster was making his sacrifices. And of course wildlings and Northerners also worship the Old Gods, represented by the heart trees in the godswoods. If you asked Melissandre though, I'd bet she'd tell you it's The Great Other, who is the sworn enemy of the Lord of Light.
I got the impression from the books that
Regarding the big prophecy that seems to be at the heart of the story, right down to it's name (the song of ice and fire comes from the prophecy, as we learned from Dany's vision in the House of the Undying):
The prophecies of Azor Ahai and The Prince That Was Promised seem to predict the coming of the same person. Melissandre uses the terms interchangeably in the books. And, because GRRM is a genius, there are actually multiple characters thus far who have fulfilled at least some of the criteria (that we know of). The signs of the coming of Azor/The Prince are:
<major book spoilers, speculation, and geekery inbound, whited out just in case>
* Wields a flaming sword
* Born (or reborn, likely) under a bleeding star
* Born (or reborn) amidst smoke and salt
* Of the blood of the Dragon (the Targaryens)
* Will wake dragons from stone
* Originally considered male (a prince, after all), but Maester Aemon believed this was a translation error
So far in the books, Stannis Baratheon, Daenerys Targaryen, Jon Snow, and Victarion Greyjoy all meet some of these criteria.
Stannis wields Lightbringer, a flaming sword. He converted to the faith of R'hllor (a rebirth of sorts) under a comet (bleeding star) at Dragonstone, an island in the narrow sea (salt) with a pyre burning (smoke). The Baratheons have a maternal connection to the Targaryens somewhere up the family tree, so he has the blood of the Dragon. Melissandre is trying to perform a spell with king's blood that she believes will wake the stone dragon of Dragonstone to fulfill that part of the prophecy. If he's the one though, I'll eat my hat.
Dany has dragons, and the flaming sword could easily be metaphor. She became the Mother of Dragons (a rebirth) beneath a comet. She was born at Dragonstone (salt) and reborn on a funeral pyre (smoke). She's a Targaryen. She hatched dragons from stone eggs. If Aemon is right, the fact that she's a woman doesn't matter.
Jon Snow wields Longclaw, a sword made of Valyrian steel (also called dragonsteel), a magical alloy forged by dragonfire in Old Valyria. He also had a dream of fighting Others with a burning sword in his hand, and killed a Wight by wielding fire. Jon is seemingly killed at the end of the last book, but I'm betting he is resurrected (reborn), via warg powers or Melissandre or both. He dies beneath Ser Patrek's bloody star-laden heraldry (bleeding star), his wounds smoking (smoke), Bowen Marsh crying (salt). If he is truly the son of Rhaegar Targaryen and Lyanna Stark (this is hinted at so strongly in the books that it's damned near confirmed), then he is the blood of the dragon. He has yet to wake dragons from stone, but if I had to make a pick at this point, Jon's it.
Victarion Greyjoy wields Dragonbinder, a giant horn banded with Valyrian steel, said to tame dragons, and which glows red hot when blown. His life is saved from a mortal wound by a red priest (a rebirth of sorts?). The ritual that saves his life is performed at sea (salt) and afterward his arm visibly smokes. Victarion is not the blood of the dragon, but is told by the red priest that he must claim the dragon horn with blood if he's to use it. We will see if he's able to "wake" Dany's stone-born dragons by blowing that horn in the next book.
Now, it's also worth mentioning that according to Barristan Selmy, the mad king Aerys married his sister Rhaella because a woods witch (the ghost of High Heart?) told them The Prince That Was Promised would be born of their line. If this is true, that narrows the list down to Dany and Jon (if Rhaegar is truly his father).
By the seven, I can't believe I rambled out such a long post about all this. See what Game of Thrones does to me?
I enjoyed tonight's episode. I agree that the whole Craster's Keep thing was probably meant to give Bran something more to do in the show, since otherwise they'd either have to jump him to his destination or just keep showing him wandering about the woods.