The Wars to Come is the first episode of season 5. It starts with a flashback showing a young Cersei in the middle of the woods. She and her friend go to a fortune teller and the woman tells Cersei all about her future.
In King's Landing, Cersei and Jaime hold the funeral for their deceased father Tywin Lannister. Tyrion, after killing his father, travels in a ship to Pentos with the help of Lord Varys. The imp is a complete mess as he spent the last month on a wood box full or rats and its own feces.
Daenerys Targaryen now rules Meereen but she has to deal with several issues. One of the Unsullied is killed by a group called The Sons of the Harpy that responds to the former masters of the city. The queen visits two of her dragons but the creatures doesn't respond as she expected.
Interesting facts: the episode title refers to the growing tension that will end with several wars. Did you notice the fake eyes on Tywin's body? This was a real tradition as it reflected the eternity after death.