I wondered if Arya was going to disguise herself as a White walker, to use her new weapon, hence her questioning Gendry, what they looked like and what they smelled like. We have had 2/6 episodes already if you assume, battles are another 2 episodes, (one for Winterfell one for Kings Landing), it doesn't leave much time in this final season.
Edit: The person who directed "Hardhome" and "Battle of the B******s" is directing episodes 3 and 5 of this season, (Miguel Sapochnik), you would expect episode 4 to be the aftermath of the battle of Winterfell and prelude to the Kings Landing battle. Last episode to be winding up all loose ends.