1) If the episode is as good as the trailers, the choreography will be outstanding. As much as I would like to see the face of Ramsey when someone backstabs him, at this point I don't see either the Umbers nor the Karstarks rebel. They need someone's support. The Vale of course is the most logical and the most likely, however I do not trust Littlefinger. Anything good has never come from a Stark trusting him. So I'm hoping for either a huge pack of wolves led by Nymeria (wolves can't really do much against an army of trained soldiers, however they can give their horses a good scare, which could cause pandemonium and even make them trample their own riders), house Manderly or a combined force of house Manderly and other smaller houses. You also have the Crannogmen, but those are small in number and not suited for open combat.
2) According to Ramsey's letter in the books Stannis was beaten. Now a confirmation still has to happen, but I don't really see Ramsey lying about something like that. In response Jon was able to rally the Wildlings to march with him to Winterfel to retake it from Ramsey and it was on that moment he was stabbed.
3) Benjen Stark was always the most likeliest candidate for Coldhands. One of the directors even referred to Benjen as Coldhands Benjen in their comments on the episode this season where he was introduced. I don't think the books will be different on this matter. Same thing for Sandor Clegane as there was a character described in the books of whom people theorize it was in fact Clegane. This seems to be conform with the series as there Clegane befriends a somewhat odd pious guy who has a past as a soldier and leads a community and in the books the theorized Clegane is part of a community that a guy named the Elder Brother leads and that Brother also used to be a knight.
4) I didn't like it either as it pretty much comes down to that mankind's mortal enemy originates from themselves, though them being created by evil demons isn't any better. I simply wanted them to be a different species independently from humans. There's hope though that it will be different in the books as according to Westerosi history the Children of the Forest and the First Men fought against each other for generations, but eventually made a pact that lasted several millenia till the White Walkers appeared and both their existences were threatened. It doesn't really make sense that the Children made the Walkers while they lived peacefully for thousands of years. If course the history could be wrong as it's not absolute.