Why would Bronn be the one to first jump to the conclusion that Sansa came back wrong and is a what, rather than a who? Because he's the only character so far that, per canon, fought on the other side of the Wall and thus would be the one most likely to have encountered something connected to the Others!
How easily Tony connects with Arya and Jon: that's because they can and do identify with him. Not only Tony bears the typical Stark look, he's a Black Sheep. Arya is unable to become the perfect Southron lady her mother wants her to be, while Jon is the bastard of Winterfell, Ned Stark's big stain on his perfect record. Of course they're going to like Tony - not only their relative knows how they feel, he actually rose above the criticism to become one of the most famous and wealthy men in Westeros. He's the living proof you can succeed in your life in spite of not being what your family expects of you.
Tony is mightily pissed off about the way Jon was raised, which makes sense when it's revealed his relationship with his own father was so bad he refuses to talk about it: he hates to see another boy suffer in his home at the hands of someone who should care for him, and decides to save Jon by making him leave the toxic environment just as Tony left his father's keep.
It would also explain why he's so cool with Ned claiming Jon as his son while he's not: he perfectly knows blood means jackshit when it comes about raising a kid, it's proper care and love and he can see Ned tried to give these.
When Tony points siring a child and being a father don't have to be the same thing, Ned declares his cousin is better suited to be Jon's father than him. Of course, Tony immediately denies it, but look at the facts: he helped Jon to be "reborn" by taking him away from Winterfell and giving him the name Stark and is actively grooming him as his successor for Iron Pointe's Lordship and the Iron Man business - symbolically becoming "Jon Stark's" father.
Children often mimic their parents' behaviour: when Jon dishes a verbal lashing to Catelyn and sneaks out to play the hero, he emulates Tony.
It might also explain the fight that Jon and Tony have in chapter 31- Tony may be acting like the boy's father... but Tony doesn't know how to be a father himself, since the only real father figure in his life was a person he hated.
On the subject of "being a parent", Thor mistaking Shireen for Jane's daughter appears as a throwaway gag because she was introduced as Princess Shireen and he thinks Jane is the Queen, so them being related is logical... but it also fits with Jane's behaviour towards the girl. Lady Selyse doesn't care about loving or protecting Shireen, in spite of being the woman who birthed her. Jane does care, and as such is the better mother.
Robb saying the Twins wouldn't be a good place for a wedding first appears to be a Mythology Gag. Then the Young Wolf's first point-of-view chapter introduces Jojen and Rickon's ability to tell the timeline massively deviated from canon — Robb actually had a bout of greensight.
Since the Ironborn culture has a strong Norse influence, it makes sense for Thor to be assimilated to the Storm God. As for his reputation as The Dreaded, it's because the Drowned God is actually the sea jotunn Ægir. What Thor's most famous tales are? Giant-slaying ones.
Remember how Thor mentions Ægir's famous parties? That isn't something Mr.Chaos made up. In Norse Mythology, besides being strongly associated with the ocean, Ægir was known as being friends with the gods and he often threw parties for them (the jotunn weren't uniformly evil in earlier Norse Mythology, and Ægir is himself not the same type of jotunn that generally is shown fighting Thor and the other Norse Gods). This is also why Thor is quite confused as to why Theon, who he refers to as being "one of Ægir's", would be afraid of him.
The Iron Man Power Armor fires energy beams by combining silver with sunstones. Vanko's whips deliver electrical discharges by combining copper with sunstones. Both metals are very conductive, and the gems act like small batteries.
The Reveal that Davos Seaworth was Loki all along is pure genius:
On a meta level, everyone was expecting for Loki to be a villain. But Loki is a trickster, he's the Trickster God, and he's known for doing exactly what people never considered as a possibility. Of course he won't let himself be so predictable.
Jane's Establishing Character Moment was lying to get Joffrey in trouble for bullying Shireen. She inherited Loki's ability to play people for shmucks and his enjoyment of deception.
Davos was extremely amused by Jane's Agent Scully tendences. Hearing his daughter denying magic's existence right in front of the god of magic would be a good lark to Loki.
It's suggested the Seaworths may descend from the Starks, whom Thor cursed with the inability to get drunk. Their active metabolism did originate from a son of Odin, but it was the younger.
It's been established that Jane is a knife nut. Now who else in the Marvel Universe do we know is also a knife nut?
Jane's point of view often points how stressed Davos looks and acts when Thor is around. Not only the poor man had to fret about Thor potentially doing something very foolish and inappropriate, Loki was hanging on his human cover with his fingernails. Add to that he hasn't seen his brother in the past thirty years, so he had to feel bad when Thor expressed how worried he was, even if it wasn't enough for him to unmask.
Davos showing hostility towards a potential romantic relationship between Jane and Thor is actually explained in Fridge Horror below.
Quite a subtle one, Lord Bracken actually describes Davos as a good sailor who knows many tales to Theon. As a Ironborn, Theon is affiliated with the Drowned God — and the same chapter has Thor confessing the Drowned God is Ægir, who regularly throws parties. Maybe being a good entertainer is just as much a racial trait as a bond to the sea for the Jotnar?
On the subject of tales, Bracken isn't the only one to link Davos to stories; the very first chapter sees the man gently deriding Jane's apparent distate for magic by reminding her she used to believe in fairies. Who would have told Jane about fairies if not her parents? And Loki's divine portfolio includes stories, which are a more enjoyable form of lies.
Thor calling a storm rips every standard from the surrounding bearers' hands except for Ser Brienne of Tarth... and Davos.
Thor first believes Jane is Loki in disguise when he meets her, something which can be explained by a concussion caused by his landing. Or maybe not. As Loki enjoyed crossdressing, Thor naturally would be likely to see familiar features behind a gown, which means he easily pegged the Strong Family Resemblance.
Davos apparently has several children he dotes on. Loki at his most villainous in the myths was still acknowledged as a caring father. One folk-tale also claims he willingly lived on Midgard as a milkaid to have a family — that's exactly what Davos did here.
Renly mocks Stannis' entourage as fakes, naming Thor, Melisandre and Davos in the same breath. Unbeknownst to Renly, the three of them can wield real power.
Never once is Davos looking impressed by Thor's prowess and origin. If something, he seems annoyed and fed-up with the god's confidence and boister. That's because Loki had to endure his brother's gregarious and impulsive nature for so long, he's totally vaccinated to his charm.
The titles of the stories in the saga aren't just about the avenger introduced into the story. They're also symbolic. Hinting at what each story will entail.
A Man of Iron: it's about the strong personalities that pushed the realm to war in their convictions and will. And at the center is the Iron Man who gained a new determination to better the realm.
A Crack of Thunder: It's about the sudden changes that can sweep across a war unexpectedly, and how booms can cause reverberations across the land. Whether that's one of the Seven landing bodily in the land, how the Iron Man changed the game by switching around the pieces on the board, along with the deceptions that caused factions to act differently than they normally would. And from the booms, the war changed in drastic ways.
A Shield of Man: About those who would defend men from the vices of others. Daenerys already proclaimed herself "the dragon" of the commonfolk to defend and liberate them, along with the introduction of Steve, the essential defender of the Avengers.
Davos's complete disapproval of Thor groping and flirting with Jane becomes even more cringeworthy when he reveals himself to be Loki. How would you like to watch your brother trying to seduce your daughter, even if you aren't actually blood-related?