Game of Thrones' penultimate episode, "The Bells", did a lot of things that no one expected, but it also finally delivered on Bran's vision of a dragon flying over King's Landing. "The Bells" was all about the battle of King's Landing, and seeing Daenerys go full-on Mad Queen by torching the city, even after they rang the bells to surrender to her. "The Bells" saw plenty of deaths, too; Cleganebowl finally happened, and ended with both brothers plunging into dragonfire (and death), Qyburn had his head smashed in, Euron was run through by Jaime, and of course, Cersei and Jaime were then buried under the collapsing buildings of the Red Keep.
While not all of that was foreshadowed by Bran's visions, the burning of King's Landing absolutely was. When Bran was fleeing the Cave of the Three-Eyed Raven, he was being dragged by Meera while he was shown visions of the past, present, and future of Westeros. Among these scenes were two of Daenerys' dragons fully grown: one where Drogon was spotted in the sky, and one where the shadow of a dragon was seen over the rooftops of King's Landing.
In "The Bells", that shot of Drogon's shadow was recreated exactly, as Daenerys was flying over the city and preparing to burn it to the ground. Plenty of shots of Drogon fully grown in the sky were also a part of the latest Game of Thrones episode, and the final scenes show King's Landing destroyed and covered in floating ash. This is also part of Bran's vision, which showed the throne room in ruins with ash floating down (although this was originally thought to be snow). Daenerys herself had a similar vision in the House of the Undying, in which she walked through the throne room, looking up through the ruined ceiling, with ash piling up and floating through the air.
While there have been plenty of different interpretations of these visions, it seems that they were actually literal. It's especially interesting that, in Bran's visions, the shots of Daenerys and Drogon were interspersed with shots of the Mad King and the wildfire under King's Landing. At the time, it seemed that Bran was simply seeing what had happened in the past, but in retrospect, it looks like these were actually connected; Bran was seeing Daenerys becoming the Mad Queen, and choosing to "burn them all". Caches of wildfire were seen exploding throughout King's Landing as Daenerys burned it to the ground - the same caches that were shown in Bran's vision, and that Aerys II was originally going to use to destroy the city.
The visions of the ash in the throne room is less clear - from the final scenes of Arya and the white horse in the destroyed city and the Game of Thrones series finale trailer, King's Landing is still obviously in ruin and covered in ashes, but what does the vision part mean for Daenerys? It's likely she'll walk into the throne room, as per the visions, and the shot of her looking up at the sky through the ruined ceiling of the throne room will be recreated (in the same way that the shadow of a dragon over King's Landing was in "The Bells"). Beyond that, neither Bran nor Daenerys' visions showed her actually sitting on the throne - she wasn't in Bran's, and she turned away in hers when she heard her baby crying.
The remaining shots of the vision could mean a few things - including the likelihood that she will not be sitting on that throne at the end of the day. Perhaps she will turn away from the Iron Throne for love again - the love of Jon (although he doesn't love her back) or the love of a potential unborn child. Cersei's pregnancy was still not showing in the last episode, so Daenerys may still be pregnant, which would be revealed in the final episode. Perhaps the shots of Jaime killing the Mad King in Bran's vision mean that Tyrion will kill Daenerys - a Lannister sworn to a Targaryen ruler, killing them after they become mad. And of course, her vision in the House of the Undying also includes a telling line: as she leaves the Throne Room, she sees Drogo and their baby, and wonders if she is dead. Could this mean that the Dragon Queen's days are numbered? All will be revealed in the final episode next week.
Game of Thrones' series finale airs Sunday, May 19 on HBO.