I dog-earred a few pages to make some comments about because the author drew inspiration from the Middle Ages and the War of the Roses. (Lannisters vs Starks, Lancaster vs York, Robert Baratheon being a sort of Henry Tudor)
Sparrows - Why not robins? Or starlings? Swallows? I think Martin chose sparrow as the name for the adherents of a religious revival that was sweeping Westeros because of Bede's Ecclesiastical History of the English People (II.13) where Edwin, the king of Northumberland has decided to accept the new faith but has called a council of his men to discuss this. One of his counsellors compares the life of man to the swift flight of a sparrow through the banqueting hall on a winter's day.
Blue roses - There is no such thing. I have some pale lavender roses in my garden. They are about as close as one can get to blue roses without food colouring or genetic engineering. from Wikipedia "In some cultures, blue roses traditionally signify a mystery, or attaining the impossible, or never ending quest for the impossible" Perhaps Martin was using the Victorian language of flowers or maybe he borrowed it from Tennessee Williams' The Glass Menagerie where Laura's high school crush, Jim O'Connor, called her 'Blue Roses' because he misheard her when she told him that she had pleurosis. Jim actually liked Laura but he was already engaged to another just like Rhaegar was already married to Elia but loved Lyanna.
Bael the Bard - he is a wilding that fathered a son on a Stark woman. Later he when he is leading his army south thirty years after, he meets his son at the ford and his son, not knowing Bael is his father, kills him. This story reminds me of the Hildebrandslied in which Hildebrand, who has been away for thirty years fighting in Theodoric the Great's wars, returns home and is confronted by his son Hadubrand who believes his father is dead. They fight and Hildebrand kills his own son, knowing it is his son because the Heroic Code allows him no other honourable course of action.
Baelor the Blessed - Edward the Confessor. He too refused to consummate his marriage, devoting himself to his faith. He was called a 'good king' but he was a terrible king. He should have closed his eyes and done his duty and produced an heir. His selfishness lead to a dispute over succession and the massive slaughter that has been called the Norman Conquest.
The incident with Hodor throwing a rock down the well at the Nightfort - so Tolkien. Martin has admitted to being a fan. The passage is like Pippin tossing a pebble down the well at Moria but instead of hearing drums and calling orcs, Hodor only called Samwell Tarley out of the well which was a secret passageway. The name Samwell reminds me of Samwise. There were several parts that were clearly influenced by Lord of the Rings and I don't mind. Once upon a time that was how writers wrote - taking bits from other authors. Shakespeare stole entire passages from Plautus, Ovid or Montaigne and no one calls him a hack for that. It was a compliment then, not a reason to call in the copyright lawyers. Of course, they are a product of our enlightened modern times.
The Titan of Bravos - the Colossus of Rhodes.
The Three Leaves in the Prince's Pass, pierced by Dornish spears, Alester sounding his warhorn with his last breath - Song of Roland. Count Roland blew his horn, Oliphaunt to call back Charlemagne to the pass. He was killed by Arabs or Basques at Roncesvalles.
Knowing where Martin draws inspiration from does not help to figure out where he is going with the series. Good guys die routinely in his novels as they do in real life. Sometimes the bad guys win. No character is immune from being killed off. Clearly though, Daenerys is the 'Prince That was Promised' and the dragons are going to fry the Others.