Well, its Game of Thrones, so that's kind of always a possibility, but there are certain characters who have built up a bit of plot armor and are almost certainly safe for now. Sansa and Arya Stark both have character arcs coming that are certainly going to take more than an episode to complete, so they're almost definitely safe in the season premiere. Same goes for Tyrion and Daenerys, though I wouldn't give Dany's new Khal quite the same odds.
Then there are a few characters who are probably okay for now, but could still become a casualty of another, more prominent character's plot. Theon is still alive in the books, but he's done his job of getting Sansa out of Winterfell, making him more expendable than ever. The trailers seem to suggest more in store for him, but then again, maybe not.
While Dany and Tyrion are probably safe, any of their allies – Grey Worm, Missandei, Jorah Mormont, Varys and Daario Naharis – seem vulnerable. Grey Worm is less likely than the others, if only because he came so close to death in Season 5 only to survive. Elsewhere, the Boltons are as flying as high as ever following the defeat Stannis Baratheon, but Game of Thrones has warned us that characters flying close to the sun are likely to burn.
The two places where death is most likely are the places where open conflict seems guaranteed to happen. At King's Landing, Cersei and Jaime seem to have more story to tell, but either one, Jaime especially, would be a shocking surprise death. However, the previews have shown Cersei unleashing Robert Strong on the Sparrow, meaning any of them – including Lancel Lannister or possibly the High Sparrow himself – could face their end.
The other place where conflict is ripe is Castle Black. Previews show that the murder of Jon Snow causes a split in the Night's Watch, with Davos and Dolorous Edd on one side, and Alliser Thorne on the other. Any of these characters, or any other member of the Night's Watch, could very possibly die in the episode, and who's to say that "The Red Woman" herself, Melisandre, won't become collateral damage?
Game of Thrones airs Sundays at 9 p.m. ET on HBO.