As we saw in this week's episode of Game of Thrones, "The House of Black and White" is an actual place. But it also lends the episode its title — an appropriate choice for an episode filled with characters who have long refused to see the world in shades of gray.

We'll see how long they're able to maintain such a stark worldview. Because as Game of Thrones' fifth season ramps up, Arya Stark, Brienne of Tarth, Jaime Lannister, and Daenerys Targaryen are all beginning to see their uncompromising black-and-white philosophies and goals lead to some very gray areas.

The episode opens with Arya, whose long trip to Braavos ends at the steps of the House of Black and White. A "free city" seems like the ideal place for Arya — particularly since Syrio Forel and Jaqen H'ghar, her two greatest mentors, hailed from Braavos. But Arya's first few days in Braavos don't go as she hoped. After being turned away from the House of Black and White by a mysterious stranger, she attempts to wait him out, obsessively reciting her usual list of people she plans to kill.

You'd think a list of hypothetical murder victims would be just the thing to impress a group of world-renowned, shape-shifting assassins — but it isn't until Arya gives up on her goal of entry that she manages to obtain it. Taking to the streets with her sword, Arya is rescued from a group of would-be thieves by the same man who turned her away from the House of Black and White. He reveals himself to be her old friend Jaqen H'ghar. But when she calls him by that name, he balks, describing himself as "no one." "And that is what you must become," he tells her.

Since the death of her father, Arya has been wholly dedicated to revenge — vowing to kill everyone that harmed or betrayed her family. (Her kill list includes Cersei Lannister, Walder Frey, The Mountain, and Ser Meryn Trant.) She has lost all the outward benefits of her famous name. But the tragedies that have befallen the Stark family have only made her privately embrace the name "Stark" more fiercely. Jaqen insists on a different path — one that will force her to give up every aspect of her identity, including her obsession with vengeance, in favor of a truly objective, truly independent life.

Even if Arya Stark manages to shed "Arya Stark" and become no one, it's hard to imagine a day when she'll shake Brienne of Tarth, whose devotion to protecting the Stark girls remains as fierce as ever. Brienne is one of Game of Thrones' few truly moral characters, more devoted to honor and loyalty than any of Westeros' actual knights. Her original lord, Renly Baratheon, is long dead, but Brienne still vows to seek revenge on his killer. After Renly's death, Brienne pledged her sword to Catelyn Stark — and following Catelyn's death, she has ridden around Westeros in a desperate attempt to find and protect Sansa and Arya.

Over the past few episodes, Brienne's devotion to that mission has been put to the test. In last year's season finale, Arya rejected Brienne's pledge of loyalty, running off to make her new life in Braavos. And now — in another massively successful departure from the books — Brienne and her squire Pod stumble into Littlefinger and Sansa at an inn, and Sansa elects to stick with Littlefinger (the devil she knows) over the strange woman who claims to have served her mother.

As Pod notes, Arya and Sansa's blunt rejection of Brienne's protection seems like reason enough to void the terms of her vow to Catelyn. But Brienne's devotion to her mission is so total that she'll attempt to protect Sansa even against Sansa's own wishes — bringing Brienne into a murky area where she trusts her own judgment about Sansa's safety more than she heeds what Sansa herself says. There's a reason Brienne's sword is called Oathkeeper.

That sword was a gift from her onetime enemy Jaime Lannister, who embarks on his own mission in "The House of Black and White." Between the loss of his hand, the death of his son, and the unwitting role he played in the murder of his father, things have been pretty rough for Jaime lately. With so much loss, it's no surprise that Jaime is mounting an undercover mission to salvage what he and Cersei have left: their daughter Myrcella, a guest/prisoner in the water gardens of Dorne. (Fortunately, the very, very welcome return of Bronn should bring some much-needed levity into Jaime's life.)

But as noble and understandable as the mission to save Myrcella may be, is it really worth the risk of open war with Dorne? We're just two episodes in, but season five seems to be building to a brutal fight between the Lannisters and the Martells, with mutual hatred driving both sides to their breaking points. There was a time when the might of Tywin Lannister held the bloodshed at bay. Now, it falls to Oberyn Martell's brother Doran (Alexander Siddig) to keep the peace despite the bloodlust of his brother's paramour, Ellaria Sand.

In Mereen, Daenerys continues to find that that the reality of ruling is a good deal more complex than her own rigid moral code allows. When Daenerys freed the slaves of Mereen, her message seemed fairly simple: All are equal. But you can't undo centuries of entrenched enmity with a single decree — no matter how righteous — and the hatred between the former slavers and the former slaves doesn't disappear with the wave of a hand.

When a devoted former slave kills one of the Sons of the Harpy — a group actively opposing Daenerys' rule in Mereen — Daenerys feels she has no choice but to make her point about equality by publicly executing one of her most fervent supporters. She chooses what she believes is right over what she must know is best. "I promised you freedom and justice. One cannot exist without the other," she says, before having the former slave beheaded — bringing the long-bubbling tensions between the former slaves and the former slavers to a bloody, public boil.

Is Daenerys' obsession with her brand of justice worth the lives it will inevitably cost? As Daario notes, it would have been equally just, and far less dramatic, if the execution had happened in private.

Game of Thrones is a show of extremes, and the ever-changing politics of Westeros have pushed many of the show's characters to the absolute brink. As they continue to cross paths, it will be fascinating to see if their rigid sense of morality follows.

Read more Game of Thrones recaps:

* Game of Thrones season premiere recap: 'The Wars to Come'