I may be getting a little too into this show because Episode 3 got me a little teary-eyed.
Jon is the sweetest person on the show as usual. The character always impresses me because of how selfless and kind and sweet he is, not to mention how always willing he is to stand up for the right thing no matter what. This is why he is my favourite of them all.
Sansa, whom I normally hate, I felt sorry for in this episode.
The Captain who told Arya and Gendry to run was also a good guy and it was sad to see him die.
Tyrion was very smart as usual this episode. I feel sorry for the way people treat him however.
I also felt so sorry for Theon because of his father.
And finally Rob Stark got to me as well. Poor thing when his wife came into the bedroom.