Well, I had been dodging posts on Facebook and Twitter all day, but I did hear some rumours that there was going to be a major death... So I was half expecting that. But it wasn't too much of a spoilier because, hey! It's GoT....it would be weird if someone didn't die in an episode.
Also, the kid who serves Jon Snow in Castle Black has been acting weird ever since the Wildlings were allowed past the wall, so I had a feeling he was going to be involved in an attempt on Jon Snow's life.
What I don't get is how the religious cult crew managed to treat Cersei that way... Surely the King's Guard and the Lannister Army could have gone in and done something about it?!
Anyway, to answer your question about how I feel... I guess it's a combination between despair that I have to wait for Season 6 to find out what happens next, and sadness that Season 5 has gone by in a flash.
I got into Game of Thrones quite late, so I was able to binge watch Seasons 1-4.
Going back to watching it once a week has been very hard. And now that I have to wait for an undisclosed amount of time until next season, I feel like I'm going to suffer withdrawl symptoms.