Edmure Tully, Catelyn Stark’s younger brother
Edmure Tully is the head of House Tully, we have last seen him in episode 3, The Red Wedding, the episode when Robb Stark and Catelyn died. Edmure married the daughter of Walder Frey and has been taken as a hostage by the Freys.
Thoros of Myr
Thoros of Myr is a member of the Brotherhood without banners. He’s mostly known for worshipping the Lord of Light and for bringing back Beric Dondarion to life 6 times.
Benjen Stark, Ned Starks’ Brother
Benjen Stark is a first ranger of the Night’s watch and the brother of Ned Stark. He was last seen leaving Castle Black on his horse in season 1. He will be back this season (season 6). Fans believe he will rescue Bran Stark and Meera Reed from the Night Walkers.
Brynden Tully, Catelyn’s Stark Uncle
Brynden Tully, also known as The Blackfish, is Catelyn’s Stark uncle. He was last seen in Season 3, The Red Wedding Episode. He’s believed to have escaped from Walder Frey. In last episode (Season 6 episode 5), Littlefinger told Sansa that The Blackfish has taken back the Riverrun. As a result Sansa has instructed Brienne to go and find him.