The third episode of Game Of Thrones' seventh season was a jam-packed hour — so much so that one small detail may easily be forgotten in the awestruck aftermath. Why is Melisandre going to Volantis on Game of Thrones? "The Queen's Justice" featured the long-awaited meeting of Jon Snow and Daenerys Targaryen, not one but two battles that might have taken up a whole episode each in previous seasons, and the death of a long-running and beloved character. (RIP, Lady Olenna.) The Red Priestess' travel plans may seem like small potatoes compared to those developments… but they could also have huge ramifications on the show's endgame.
Melisandre made the wise choice to avoid the meeting between Jon and Dany, considering that the King In The North had very recently banished her from his kingdom on the threat of death for her role in burning Shireen Baratheon alive — and that his advisor, Davos, had promised to murder her if he ever saw the Red Woman again. But Mel didn't just meekly hide in the bushes until Jon and Davos had gone; she made plans of her own and set off on a mysterious adventure across the Narrow Sea.
The show briefly detoured past Volantis once before, when Tyrion and Varys were journeying from Pentos to meet Daenerys in Meereen. It's where Jorah kidnapped Tyrion, it's where Robb Stark's wife Talisa grew up, and it's one of the three cities that funded the Sons of the Harpy, alongside Astapor and Yunkai. But other than that, the city hasn't had too much significance to the story yet… which makes Melisandre's intentions difficult to divine.
However, it's true that the religion of R'hllor is much more widely practiced in Essos than it is in Westeros, so it's not too surprising that Melisandre would want to head to that other continent. As followers of the Lord of Light, the people of Volantis would perhaps be much more likely to believe in the existence of the Night King and the dire need to build an army against him than the non-believers currently inhabiting the Seven Kingdoms. What better way to make up for her past transgressions than to swoop into Westeros with an army she's amassed from Volantis, joining them alongside the Northerners and the wildlings to defeat the White Walkers?
But what might be even better than an army of Volantenes? How about an army of Red Priests? The show has made a point of setting up the city of Volantis as a hub for acolytes of R'hllor; when Tyrion and Varys were making their way across a Long Bridge, they witnessed a Priestess ministering to a crowd of rapt worshippers. And when Varys needed a Priestess to help bolster Dany's popularity in Meereen, he recruited the help of Kinvara, the High Priestess of the Red Temple of Volantis.
Seeing as the Night King's one key advantage is the fact that he can raise beings from the dead to add to his army… the only way to undermine that advantage would be if the other side could essentially do the same thing. Viewers have now seen two Red Priests bring someone back to life (Thoros with Beric, and Mel with Jon). If Melisandre was able to recruit even more of her fellow acolytes to join their fight, could she and the rest of the Priests say prayers and raise the dead as they fall in battle? That would be pretty epic.
There is one other possibility, which is perhaps the most remote — but also the most intriguing. There is one long-absent player who still needs to make his much-anticipated debut in Season 7; could Melisandre's mission have to do with bringing Gendry back into the fold? Nobody knows where King Robert's bastard has been since he rowed away from Dragonstone in the Season 3 finale; some theorize that he returned to his home in Flea Bottom, others that he rejoined the Brotherhood Without Banners, others that he's just been rowing around in circles for the past four years.
But what if Gendry went to Volantis? After all he's been through in Westeros, who could blame him for wanting to ditch the continent altogether and start a new life across the Narrow Sea? As the first colony of the Valyrian Freehold, Volantis still boasts inhabitants who can trace their lineage back to ancient Valyria; as such, it's likely one of the only places left in the world where the secrets of forging and reworking Valyrian steel are still known. If Gendry has been there since leaving Dragonstone, working as a blacksmith with the precious Walker-killing substance, then Melisandre may be on her way to pick him up and bring him back to Westeros to fulfill his destiny.
After all, the Red Priestess received visions once before that led her to Robert's handsome offspring; might they not lead her back to him once more? If so, Melisandre should show up well-armed — Gendry probably won't be too happy to see her again.