Winter is coming for GOT star Alfie Allen

At the end of Game of Thrones last year, the once cocky Theon Greyjoy, reduced to a tortured servant called Reek by Ramsay Bolton, was seen leaping off a Winterfell tower with Sansa Stark.

"Both of us sort of set out on these sort of missions with delusions of grandeur from Winterfell of her thinking she's going to be queen and me thinking I'm going to be, like, King of the Salt Throne," Alfie Allen, 29, says of Sansa, played by Sophie Turner, and his Theon character. "And then, to sort of bring it back to Winterfell and then we escape from Winterfell…"

That's how you get to season six of Game of Thrones, premiering on Showcase April 25 at 11 am and 7:30 pm (encore).

Alfie Allen on Game of Thrones. Photo: HBO

"She's definitely a strong character," says Allen of Turner's Sansa, "and I think in terms of strong female characters on the show, we're definitely going to be seeing more of one in Gemma Whelan, who plays [my sister] Yara Greyjoy. There's also a man who plays by uncle, called Pilou Asbæk, who could actually be my uncle in real life. We kind of look quite similar."

Allen, who has read all the books in author George R.R. Martin's A Song of Ice and Fire to date, says he's excited and anxious that this will be the season where the TV series will leap ahead of the novels (Martin is in the midst of writing sixth book The Winds of Winter).

Alfie Allen. Photo: Getty

"I'm just as bewildered as the next person as to where Theon or Reek is going to go," Allen admits, "but I can tell you for one thing there's definitely going to be a lot more cameos from real movie stars. Ian McShane's been announced and there's one cameo I'm looking forward to seeing in a dramatic sense, a 'real thesp' is going to be in it! And in season 6, it's going to be more characters crossing paths that you didn't expect to cross paths before, and did I mention about the delusions of grandeur thing?"

Indeed. But doesn't Allen ever wish winter weren't coming and that Theon could be drinking spirits in, say, King's Landing or Dorne?

Alfie Allen. Photo: Getty

"I wouldn't mind," he says with a laugh. "That would be nice. But maybe that's what you'll see coming up. Who knows? I'm not complaining because I love Belfast, but it would be nice to be in a warmer climate for once."

In real life, though, Allen says, "I love my summer. I love my hot weather, but I'm definitely more a winter wardrobe person."

Alfie Allen as Theon on Game of Thrones. Photo: HBO

To read more about season six from Alfie Allen, including the friendships he formed on the set and his theory about Jon Snow's fate, pick up this week's issue of WHO.