Brienne of Tarth ended the episode prior to the Battle of Winterfell being knighted and she proved in battle that she earned it. (Not that anyone ever doubted her.) One of the greatest fighters in Westeros is still no match for an endless army of the dead, leaving some fans to wonder if Brienne is alive after the Battle of Winterfell, or if the character died and audiences just weren't able to tell because the screen was too dark to make sense of what was happening.
The deaths are still being tallied from the Battle Of Winterfell, but fans at home have one major obstacle in discerning what happened — the whole episode was so dark, it could often be hard to tell what was going on. However, many of the major deaths each featured the character getting some kind of memorable ending — whether it was Edd looking in Sam's eyes as a wight pierced his back, Lyanna sticking a giant with the pointy end, Beric and Jorah's last stands, Melisandre withering away at dawn, or Theon's fatal charge, each major character that died got a "moment" of some kind.
Considering the fact that Brienne didn't have such a moment, and the fact that she appears to be alive towards the end of the episode, standing amongst the fallen army of the dead, it is safe to assume that Brienne will continue to fight with the living.
It seemed likely that Brienne would die in the Battle of Winterfell, especially considering that at the end of the prior episode, she finally got everything she wanted — to be knighted. It feels like lately in Game of Thrones, characters are dying after getting everything they've wanted in the way that Theon dies after getting absolution for his sins from Bran and Melisandre dies after feeling she served her purpose to the Lord of Light. Brienne did manage to achieve her dream and live to tell others about it, but what's next for her?
Brienne has long offered her loyalty to the women of House Stark, and there's no reason to believe that that has changed following the Battle of Winterfell. While many of the armies seen at the Battle of Winterfell have been diminished a great deal, including the Dothraki and the Unsullied, they still have a war to fight against the Lannister army and Brienne will likely be on the front lines, leading the Stark forces (or what's left of them anyway) towards King's Landing.
It's hard to imagine that killing Cersei would be harder than killing the Night King, but there's still time for things to go horribly, horribly wrong for either Brienne or the entire army of the North.
Sure, Cersei doesn't have a massive undead dragon — but she may finally get those elephants. While Brienne isn't out of the woods just yet, the fact that she survived the Battle of Winterfell means that she has survived what will go down in Westerosi history as one of the most important battles of all time, and she survived that battle as a knight.