Emilia Clarke was reported to refuse any more nudity in the show after the second season, and so it was assumed that a body double was used for her final scene, where she emerges from a blazing building naked and unburnt. However, she confirmed doing it herself, clarifying she refused only gratuitous nudity, not that integral to the story. The scenes where Daenerys is either having sex nude or being shown nude from the waist down are filmed with Emilia's body double Rosie Mac filling in for her, the two look so much alike they could almost pass for twins.
This is the first episode where any direct interaction occurs between Sansa and Jon. While both appeared together in Winterfell in the first two episodes of the series, they never spoke directly to each other and never had on-screen scenes together. This was the same in the first book, where they share no moments together. They have not reunited as of the fifth and most recent novel: Jon's storyline in the TV series surpassed the novels after he was stabbed to death, while Sansa's has loosely surpassed the novels (where she stays in the Vale and never meets the Boltons) but has also been heavily condensed with the storyline of her friend Jeyne Pool, who is the one who got married off to Ramsay pretending to be Arya. Jon and Sansa are also the first Stark children to reunite in the show, after many close calls (such as Arya nearly missing Robb at the Red Wedding).
In the final scene of the episode, Daenerys survives the fire in the temple. George R.R. Martin stated in an interview in 1999 that in his novels: "Targaryens are not immune to fire! The birth of Dany's dragons was unique, magical, wondrous, a miracle. She is called the Unburnt because she walked into the flames and lived. But her brother sure as hell wasn't immune to that molten gold." He also stated that Daenerys herself is also not permanently immune to fire, and the only reason she survived Khal Drogo's funeral pyre in the novels was due to the blood magic from Mirri Maz Duur's sacrifice. Daenerys herself is unsure so she never tries again, and badly burns her hands after riding Drogon out of Meereen. This seems to have been changed for the series, where she seems permanently fire-proof as of the pilot, Winter Is Coming (2011), where she steps into a very hot bath.
Similar to when Daenerys emerges from Drogo's funeral pyre with her newly hatched dragons unburned in Fire and Blood (2011), her hair remains intact. In the novels, Daenerys' hair has been burned off twice, in the same scene after she emerges from Drogo's pyre, and after Drogon burns it off when he lands in Daznak's pit, a scene adapted in The Dance of Dragons (2015). The makers decided to let her keep her signature hair.
The title of this episode refers to the section of the Seven-Pointed Star, the holy text of the Faith of the Seven, dedicated to the Stranger, the aspect of the Faith that represents death and the unknown (and therefore a deity rarely prayed to). Margaery points out that the High Septon is quoting a verse from the book when he describes his past to her. In the novels, only the Book of the Maiden has been mentioned by name, but presumably, each deity has its own book.