RE: Non Book-Readers figuring out who has Theon captured
If this were Lost, and nobody knew anything about the books, that theory would be being thrown around like crazy. Nothing has really been focused on, but here's the clues leading to it:
1) Season 2, one of the first scenes with Roose Bolton and Robb Stark, when the viewer is only getting to know Roose - he suggests flaying lannisters in a round about way "A naked man has few secrets, a flayed man has none" or something along those lines, with Robb telling him flaying men was outlawed years prior.
2) Season 2, when Theon's taking Winterfel, Roose tells Robb he'll send his bastard to retake it, and Robb accepts it.
3) Season 2, Theon's final moments in Winterfel, he talks about Robb Stark's men surrounding the castle, but the viewer knows it's not Robb, but Roose Bolton's "Bastard"
4) Season 3, Roose Bolton's had a wardrobe change, and has a sigil of man upside down on an X on his chest - the camera is somewhat focused on his bust this scene, as Roose talks about sending his best men after the Kingslayer.
5) Season 3, Not super important, but when Karstark is speaking his mind to Robb, you clearly see the Bolton sigil on several flags as soldiers march.
6) Season 3, Again not super important, but we see those same flags again pretty clearly, and Jamie comments on them saying "The flayed man of House Bolton" as he and Brienne are captured.
7) Season 3, If anyone recognizes the Sigil of House Bolton at this point, there's the huge X that Theon is strapped to, nearly identicle to the sigil on Rooses armor.
8) Season 3, When Theon has escaped and is looking for Yara, just before the "Quad Horse Attack" - if you are paying attention, the first arrow that gets shot at him actually comes from the woods that he retreats into, and fires so that when he looks at the arrow passing him, the arrow goes over to the hill where the horses are coming from - almost like he's being warned. Not sure how much that actually says, but definitely raises an eyebrow if you catch it.
9) Season 3, Finally - the "You little Basterd" quip as the would-be-rapist dies.
Nothing blatantly obvious, and that Jozu guy seems like a douchebag who's obviously read ahead either on the internet or in the books, but a viewer could definitely figure out who's got Theon captive, or at least have some idea that it's possible that that's Roose's bastard.
Thing is, the theorys about what's going on in this show by non book readers don't really come out that often, probably partially for fear of being right and having something spoiled since they know there's people out there who know the answers.
Unrelated question:At what point in the book does Tywin comment that some wars are won with letters, or something along those lines? So far he's been writing letters in the scenes with both of his children, which has been kinda fun wondering if one of them was to the freys/boltons.