Obviously, this post is built out of spoilers for Game of Thrones Season 8, Episode 6, "The Iron Throne." We're discussing everything about the series finale, so now's your chance to stop reading and escape unsullied.
The final moments of Game of Thrones' final episode brought some big shakeups from what viewers have been expecting. The destruction of King's Landing has seemingly led to something of a better world, although not the one that some characters have been working toward for years. In the Season 8 finale, Westeros moves forward not through conquest, but through at least a small amount of democracy. And hey, that's better than where things were back in Season 1.
A whole lot of wrap-up got handled in Episode 6, "The Iron Throne," the last of the show. First and foremost, we saw the end of Daenerys Targaryen. After she destroyed King's Landing, she finally lost the support of some of her best allies (although not all of them). Jon begged Dany to show Tyrion mercy, and when she refused, he took action--murdering Daenerys to stop her from ruling the Seven Kingdoms (and beyond) with fear and dragon fire. After her death, Drogon showed up a few seconds later to melt down the Iron Throne (which was more symbolic than a moment that made sense, but whatever), then flew away with Daenerys's body clutched in his claw. Our only clue as to where he went came a little later into the episode when it was mentioned that he'd last been seen flying east toward Essos, the continent that includes the cities Dany and her dragons freed from slavery, and Valeryia, the destroyed country from which dragons and Targaryens originally hail.
The Unsullied took Jon into custody, but without a leader to tell them what to do with him, they just kept him locked up for a while. Next, they convened a council of the lords and ladies of Westeros at the dragon pit in King's Landing, to decide who should lead the Seven Kingdoms and what should be done with Jon and Tyrion. (It included a few familiar faces, including one who's had quite a glow-up.) At Tyrion's suggestion, the most powerful people in Westeros voted on their new monarch: Bran Stark.
In part, Daenerys's influence really did help "break the wheel," ending part of the system of inherited power in the country. Bran took the throne because he was the wisest among the powerful people of Westeros, thanks to his abilities as the Three-Eyed Raven, and his disability means he can't father children of his own. That means that when Bran eventually dies, there will be no eldest son to inherit his title, and nobody will be forced to live under the thumb of a king just because he was lucky enough to be born a prince. Instead, the lords and ladies of Westeros will convene again and vote on a new king. It's not a perfect system, of course--the great houses are still great because they have money and land, and they're still keeping that power in their families forever--but at least there's some semblance of representative democracy in Westeros that will probably make life a little better for regular people, at least for a while.
Bran used his new authority to immediately name Tyrion the Hand of the King, essentially pardoning him for betraying Daenerys. The idea is that Tyrion's sentence for treason will be a lifetime of service, trying to make up for his past mistakes by being a good ruler.
Things work out a little less great for Jon. The Unsullied and Sansa Stark are willing to go to war over his fate--the Unsullied want justice for their queen, while Sansa wants to save her brother and the man once named King in the North. They compromise, with Jon exiled back to the Wall to rejoin the Night's Watch. It's not much of a real sentence since there's not really a Night's Watch anymore. "The world will always need a home for bastards and broken men," Tyrion says of the organization. When Jon arrives at Castle Black, he finds Tormund and the rest of the Wildlings and decides to leave the Watch and go beyond the Wall with them. You could interpret this as Jon going on to become King Beyond the Wall, but it seems much more likely he's just going to go live out his life in freedom with his buddy Ghost.
There's no new King in the North, but there is a queen: Sansa Stark. During the council, Sansa refused to let the North be ruled by a southron king again, even if that king was her brother. Bran allowed the North to keep its independence, thus transforming the Seven Kingdoms into six. That makes Westeros technically two countries, rather than one united one (although one can't help but wonder how Dorne feels about all this since it has remained pretty much independent as well). Who knows how that'll change the political situation in Westeros in the future.
Bran formed a new small council with a few critical surviving folks. With Tyrion as his Hand, Ser Davos became his master of ships, and Bronn of the Blackwater--now lord of Highgarden, as per his agreement with Tyrion and Jaime Lannister back in Season 8, Episode 4--was named master of coin. And although he didn't finish his Maester training at the Citadel, Samwell Tarly became Grand Maester. Ser Brienne is named Lord Commander of the Kingsguard, and her longtime faithful squire, Podrick Payne, is also knighted and joins the order.
The episode also tied up a few other loose ends. After things settled down, Grey Worm and the freed Unsullied boarded ships to head back east (presumably with the Dothraki, as well). Grey Worm's destination was the Isle of Naath, which recalled his earlier conversation with Missandei back in Season 8, Episode 2. The pair had planned what they'd do after defeating the Night King and winning the Iron Throne for Daenerys: return to Naath, where the Unsullied would protect the isle's peaceful people, as Grey Worm said. Though Cersei had Missandei killed, Grey Worm is still executing on the plan to make a home of Naath and to protect its people.
Also boarding a ship was Arya Stark, who decided she wouldn't return home to Winterfell or live her life as a highborn lady. Instead, she means to explore the world by finding out what's west of Westeros, a task she mentioned she might want to try her hand at back in Season 6 when she was still in Faceless Man training in Braavos. We don't know what might be out there, in fact, but if anybody can handle what she finds, it's Arya.
Oh, and Drogon is still out there. Apparently Bran is going to use his Three-Eyed Raven powers to maybe try to track the dragon down. In any event, dragons are still alive in the world, and that means there could one day be more of them.
And that's it. War is over in Westeros, finally, and the fate of its people is in the hands of a group who seem to want to make life better for everyone in general. Whether they succeed is quite literally another story. As Tyrion told Jon, we'll have to check back in 10 years to see whether the pair made the right decisions.