Peter Dinklage as Tyrion lannister
What's next for Tyrion Lannister after he shot his father dead at the end of Season 4?Game of Thrones/HBO

Game of Thrones Season 4 finale was shocking but happy for many fans as their favourite character Tyrion Lannister escaped death and left King's Landing for good - but not before killing his father Tywin Lannister.

However, fans are anxious to know what will happen to Tyrion in the aftermath of Tywin's murder. Will he be able to avenge all the insult he faced at the hand of his sister Cersei?

Game of Thrones Season 5 Spoilers Below: Read at Your Own Risk

George R. R. Martin's book A Dance with Dragons has a story to tell about Tyrion's remarkable quest in search of alliance to fight the mighty of Westros.

According to the book, with the help of Lord Varys, the dwarf Lannister will escape to Pentos in a ship and will meet the Magister of Pentos.

But Tyrion will struggle to make friends at Pentos as he doesn't have a dime in his pocket. But he will get the best advisor in Illyrio Mopatis, Magister of Pentos.

Cersei, on the other hand, has declared a huge bounty on Tyrion's head and has offered Lordship to any man who brings her dwarf brother's head to her feet.

Knowing the helplessness of Tyrion, Illyrio will suggest that he meets Daenerys and joins the house Targaryen in order to gather strength.

If GoT follows the book, then in Season 5, Tyrion's journey will eventually take him to the Khaleesi and together they will prepare a strong army to beat Cersei and reclaim the Iron Throne.

Meanwhile, 65-year-old Martin declared that fans of the popular book have successfully guessed the ending.

"So many readers were reading the books with so much attention that they were throwing up some theories and while some of those theories were amusing bullshit and creative, some of the theories are right," Martin told during the Edinburgh International Book Festival via Sydney Morning Herald.

Below are some fan theories about the ending of the show.

1. According to entertainment website io9, at the House of the Undying, Daenerys sees a prophecy, which talks about a dragon with three heads that would win the war.

Book fans are guessing that one head of the dragon belongs to the Khaleesi and the second is that of Jon Snow, who fans suspect to be a Targaryen born to Ned Stark's sister and Prince Rhaegar Targaryen.

2. Another group of fans suspect that Tyrion is actually the son of Mad King Aerys with Tywin's wife and actually a Targaryen who eventually will become the third head of the dragon as per the prophecy.

Tyrion, Daenerys and Jon Snow will unite at the end of the series and reclaim the iron throne from Westros.

The filming for Game of Thrones Season 5 has already begun and the series will be back next year on HBO.