Varys.

Lord Varys was an important character to the royalty in the show, especially Queen Daenerys. He was the Master of Whisperers for a generation of Targaryen rulers. He was killed by Queen Daenerys after he tried to expose the true lineage of Jon Snow to others. His death seemed extremely anticlimactic and more like plot filler to many of the show watchers.

Missandei.

Missandei was a handmaiden to Daenerys and also her best friend. A slave that Dany freed, she was extremely loyal, kind, and spoke 19 languages. Her death at the hands of Cersei Lannister seemed unfair to many audience members especially due to the fact she was only one of two characters of color in the show.

Jaime.

Jaime Lannister was the twin brother of Cersei Lannister, who he also had a secret, gross, incestuous relationship with. Throughout the seasons, his growth of character was one of the biggest of all the characters in the show. When he goes back to his sister after showing his allegiance to the north and Daenerys it contracted years of character development and also lead to a very unsatisfying death.

Cersei.

Cersei didn't deserve the death she got. While she deserved to die, the fact that the writers attempted to humanize her after years of torturing other characters left a bad taste in many mouths. I, personally, would have rather seen her get her throat slit by Arya than getting smashed by falling castle rock.

Ghost.

Ghost is Jon Snow's direwolf. These animals are especially important to the House of Stark because they are the symbol of their house. They are loyal creatures who will protect their owners at all cost. In episode four of season eight, Jon tells his friend Tormund to take Ghost with him and then left without even giving Ghost a goodbye.

Rhaegal.

Rhaegal is one of Dany's dragons who was killed in the fourth episode of season eight. The death seemed extremely anticlimactic and unnecessary almost. It didn't make much sense that one dragon could be killed so easily while the other could dodge the arrows gracefully. It was also kind of strange that the audience didn't see too much reaction out of Daenerys who regards the dragons as her children.

Daenerys.

The character I, personally, am the most upset about is Daenerys.

When the writers chose to make her become the "Mad Queen" in the penultimate episode and burn King's Landing to the ground without mercy, I felt like it almost came out of nowhere.

In the previous seasons, she was the symbol of bravery and kindness that I looked up to as a younger woman. She was trying to prove that she wasn't like her family and all that was destroyed when some (surrender) bells went off? The narrative of Dany going crazy almost plays into the thought that women can't rule because they're too emotional which I really didn't like. Especially when you think about how they portrayed the character Cersei (the other Queen) as a manipulating bitch in most of the series.