Every Game of Thrones episode and recap asks as many questions as it answers, so there's always plenty of room for deeper understanding. We're here to give some book reader context for TV watchers — no spoilers! — to the goings-on of that big fight's choice of weaponry, the Unsullied's romantic endeavors, Sansa's hair, and legitimizing bastards.
Weaponry in the Mountain v. Red Viper fight
Well, that was quite the battle. Weirdly, the episode seemed to downplay the whole point of Oberyn choosing to use a spear: length. The monstrously strong Ser Gregor would dominate Oberyn in close combat, so Oberyn goes with a longer spear to use speed and agility to win. Here's a good example of Oberyn's quick-twitch spear-lunging skills in action from the book:
"The spear was two feet longer than Ser Gregor's sword, more than enough to keep him at an awkward distance. He hacked at the shaft whenever Oberyn lunged at him, trying to lop off the spearhead, but he might as well have been trying to hack the wings off a fly."
Oberyn's speed in thrusting the spear, combined with its length, gives him the advantage here. In the episode, though, Oberyn basically uses the spear as a close-combat weapon, as the image above illustrates. Alright, sure. Fine. Whatever.
As if the skull-smashing wasn't enough, the show actually left out another gruesome part of the big battle. During the book fight, crowds of onlookers push in to get a better view, and one poor stable boy gets his arm chopped off from a wayward Mountain sword slash: "'Shut UP!' the Mountain howled at the stableboy's scream, and this time he swung the blade sideways, sending the top half of the lad's head across the yard in a spray of blood and brains." Truly nobody is safe in George R.R. Martin's world.
That gore, plus The Red Viper's smashed noggin, could have done some damage to our young impressionable King Tommen. But as Tyrion notes in the book, Tommen isn't there to watch the proceedings.
How the Unsullied handle romance
Sure, Unsullied leader Grey Worm is missing his "pillar" and "stones," but that doesn't make him any less interested in women. In the books, there's a heart-breakingly sad discussion of the romantic life of one warrior eunuch named Stalwart Shield, who frequented a brothel.
"Even those who lack a man's parts may still have a man's heart," said Grey Worm. "This one has been told that your servant Stalwart Shield sometimes gave coin to the women of the brothels, to lay with him and hold him."
So yes, the Unsullied can head to a brothel to pay for a good cuddle session. And they can have feelings for the smart and beautiful Missandei, too.
Sansa's hair change
Along with changing into a feather-adorned outfit, Sansa dyed her hair a darker color to get rid of those famed bright auburn locks. The show seems to suggest that this is just because she's growing up and realizing her power; wearing black clothes and dyeing your hair is the first step in becoming one of the cool kids, after all.
But the main point of the hair-dying is to further disguise herself as "Alayne," the niece of Littlefinger and definitely totally not at all Sansa Stark. Though she admitted her true identity to a select few Lords of the Vale, she still can't openly claim to be Sansa Stark quite yet for fear of becoming a target of the Lannisters, or Boltons, or any other powerful lords. Dyeing her hair to black hides the Tully-famed auburn hair and makes it easier for Sansa to walk around The Eyrie undetected.
Ramsay "Bolton" and legitimizing bastard children
Roose Bolton legitimized his bastard son Ramsay, changing the latter's official last name from the bastard name "Snow" over to "Bolton." The difference is hugely important: bastard children are the last in a long line to inherent their family's claims, while legitimized ones are equal to any other sibling, ranked by their age. Since Roose has no other children, Ramsay is the next in line to inherit the North.
There are a few steps of being a bastard child, or as they are sometimes politely called, the "natural" son or daughter. Most bastards are left to their own and are never heard from by their fathers. Others are "acknowledged" by their fathers and perhaps cared for, such as Jon Snow up in Winterfell. Still, these acknowledged ones only inherit if no other kin of that family is around. Then, finally, there are the legitimized bastards who are on par with any other child of a powerful house. Legitimization is a non-reversible decision, so Ramsay will now and forever be an official member of House Bolton. If Roose has any regrets of the decision (which, given Ramsay, is not out of the question), he's already too late.