First, of course, lots of murder: Jon, Dany, and Gendry all have to die, as all of them have clear and obvious claims to the throne. Tyrion needs to die because he's useless now and selling out Varys was just sad. Arya isn't even human (who feeds a man his own children?) and as the second most powerful weapon after Drogon (she can wipe out whole noble houses!), she has to go or it just becomes "Game of Arya." Sansa is disqualified from the Iron Throne because she's a woman and far too smart to be sucked into that maelstrom of doom.
That leaves Bran. The perfect ruler, in that he has no desires, already knows everything, and is megachill to boot. As they lift him out of his wheelchair on to the Iron Throne, his eyes turn blue... and gives that little smirk we know so well. The camera pans outside, where the snow begins to fall heavier and heavier, until all of King's Landing is buried under a white shroud. Because Bran WAS THE NIGHT KING ALL ALONG, which is why Jon's stupid plan worked and why Arya could get so close and stop him. His "death" was just the termination of one of his incarnations. And now that he sits on the Iron Throne the winter will never end.
The moral is clear: as long as we fight among ourselves, climate change wins. And it holds to the theme of Martin's book: humans suck. All of his characters compromise themselves, sabotaging their noblest goals for their fears and desires. It's the only ending that makes sense and I trust Dan & Dave will deliver it, as they must.
I was half right. But for all the wrong reasons. The best analysis I've seen points out that Westeros started out with a king who was not interested in ruling and had no legitimate heirs while being run from the shadows by a Lannister, thus leaving a power vacuum that ignited civil war. And now, Westeros is... ruled by a king who has no interest in ruling and cannot produce heirs while a Lannister runs the kingdom from the shadows.
So in other words, everything we watched, all the struggle and suffering, just made things worse. Which would be a fine commentary on human futility, but along the way we also saw legit miracles - people coming back from the dead, dragons being born, spells being cast - all to no purpose. What would be different if Jon had stayed dead and Dany had burned up in a fire? A lot of people would still be alive. Other than that... ? So apparently it's a commentary on divine futility too?