Fans of “Game of Thrones” have gotten used to getting jolts in the series’ penultimate episode — this time, the shocks came in the finale. And they kept coming. Cersei’s walk of shame. Arya’s bloody act of vengeance. And yes, Jon Snow’s death. Director David Nutter — who also helmed the infamous Red Wedding episode — breaks down all the twists and turns behind the episode.

How do you approach such a big, complicated episode?

My first reaction is complete and utter fear. How am I going to basically do this? How am I going to direct this? I always try to remember that pyramids are built one stone at a time so I try not too freak out too much. I try to hammer it down to how to make it doable.

What was the toughest scene?

I have to say probably Cersei’s walk of shame because that needed to have the scope and immensity and size of King’s Landing and it was important to me to sell what she was going through emotionally and physically, and the real true hate that the people of King’s Landing had for her that needed to be demonstrated in the way that was correct — and reflected all the terrible things that she’d done through her tenure as queen.

Talk about Lena Headey’s performance in that scene. 

Lena is one of the most talented actresses I’ve ever worked with. We did “The Sarah Connor Chronicles” together for Fox years ago. Getting a chance to reunite with her as Cersei in the last two years has been a wonderful thing. She’s an amazing talent and someone is so very gifted and should be recognized for her ability to really bring it. She’s really something and we enjoy working together. She really can provide magic. She’s someone who leads with her heart and gets so invested in what she’s going through.

The scene goes on for so long. Why was that length so important?

What was important was to sell this journey. It wasn’t the kind of thing where she could walk down a set of stairs and the next minute she’s at the Red Keep. We needed to sell the fact that she was having to go through the sewers of King’s Landing and see what she’s brought to the fore with respect to the hate these poor people who live in this world have for her. That’s what was important for her walk of shame. To be with her in this entire journey, to be quite moved by it. It wasn’t the kind of scene you could cut to or do a short version of. It was important to do it right and uphold the integrity of the sequence.

Was it difficult to shoot the final scene, with Jon Snow’s death?

Very difficult. As when we shot the Red Wedding, the death of Robb and Catelyn Stark, these are people you spend years with and these people become your family. Kit Harington is just a great guy and Kit was sad to leave the crew. It’s an emotional feeling as well. But I felt it was important to set up the sequence as quickly as possible so you didn’t expect it or wait for it. I didn’t want it to linger. I wanted it to catch you by surprise. I think in how David (Benioff) and Dan (Weiss) wrote it and how I decided to shoot and how our editor cut it, it was something it was quite powerful and stunning and surprising to great effect.

There’s been plenty of speculation online. So can you say emphatically that Jon Snow is dead?

I can say emphatically that Jon Snow is definitely dead. I keep hearing that phrase in my head, “Ding dong, the witch is dead.” After what you saw there, I think there’s no more clear picture whether he is dead or not.

Any chance he could be resurrected by Melisandre, who returned to Castle Black?

That’s not my concern. My concern was to take care of Jon Snow, and he’s now deader than dead.

There’s also speculation about whether Stannis is truly dead. We didn’t see Brienne deliver that final, fatal blow.

I think that was basically in the script. Dan and David felt it best not to be gratuitous with that. You really got a sense that Stannis had nothing else to live for. Brienne’s life-long mission had come to an end. It’s a situation in which Stannis was ready to die and prepared to die. It would have been gratuitous.

We didn’t see much of a battle scene between Stannis and the Boltons.

When you’re doing a TV show, you have limited resources, but that’s not the reason why it wasn’t shown. The time spent with this man, it was the hardship spent pre-battle. Knowing and finding out they’d barely survived the winter. You could really get a sense they were in pretty tough shape during the snowfall and the storms they were dealing with. And then after,  (with) the sellswords and many of Stannis’ own men leaving and taking the horses with them. And then watching as Stannis and the men march into battle, you could see that they weren’t into it that much. They were basically, in that sense, marching to a battle in which it was pretty much intended to be a slaughter. The Bolton men were strong and powerful and had horses and were really hungry to fight. And Stannis’s army was on its last legs. That too would have been gratuitous and not in-keeping with the emotional richness with the story. More importantly, playing with the reactions and the aftermath would have been much more dramatic to explore.

On that note, you had that lovely, heartbreaking scene with Jaime and Myrcella.

After all these years, Jaime finding his daughter, and having that, for the first time, a real father-daughter moment and discovering his daughter loved him for who he was, he felt that great feeling, and to have that stripped away so suddenly was quite tragic.

Then again, there’s Arya’s vengeance. That scene did play out quite bloodily.

The one thing that was the precursor to this as she was waiting outside the House of Black and White for a multitude of days, one of things that kept her going was her list of people she so wanted to kill. She had her eyes on vengeance. Meryn Trant was on the top of that list. Of all the kills, Meryn Trant needed to die in a way that was just in reaction to the actions he had taken. She felt it important no matter what it cost her personally — she felt it important to avenge the death of the man who had taught her to fight with a sword. She’d come into the House of Black and White under false pretenses. She wanted to learn how to fight and how to become the best warrior. It’ll come to the fore when season six begins.

Reek — aka Theon Greyjoy — finally stood up against Ramsay Bolton’s brainwashing. How satisfying was that for you?

That was really good. He regains his sense of true north in realizing he needed to step up to save Sansa’s life.

Is it safe to assume they survived that jump?

I would say it’s safe to assume they survived that jump.

And then there’s Daenerys, who found herself surrounded by Dothraki. How did you film the scene?

First of all, like in real estate, location, location, location. We have a wonderful location manager and it’s perfectly suited for how we wanted to show the Dothraki hordes. She saw one horse, then three horses, then a multitude of horses, all surrounding her. It was wonderfully staged by the people in production and also visual effects who created the Dothraki soldiers who eventually ensconced her.

I can’t imagine they’ll be too happy to see her.

It’ll be an exciting event in season six to see what happens.

Do you read the books?

I have not read the books. As a director, the scripts have to be my bible. That’s the only thing the audience will ever have. So I have to translate them as a director. What’s in the books or not in the books, I can’t concern myself with. I trust David and Dan do what’s best for the show and do what’s best for the story.

This season had some backlash. Were you aware of any of it?

I think that the thing with “Game of Thrones” is it has the ability to totally dash and take right and left turns on whatever the audience expects and break people’s hearts. But what they’re also so brilliant at doing, Dan and David, is getting the exact same people to come back for more. For Dan and David, it’s how best to tell the story, that’s their source of where they’re coming from. It’s the proper way to do it. And not be influenced by other voices that don’t look at the big picture. It’s an important part of the series, to look at what the big picture is all about. Understanding to keep it honest and true, you have to follow your instincts. And Dan and David have the best instincts in the business.