As you'd expect for such episode, the tension that was built during last season is now long gone. And in a way, because this is the season premiere, we have to go again on a new journey. But this is not merely a new story, but simply a new chapter in the exciting book of the Seven Kingdoms.
Picking up just where it left off, we actually dont' get to see the white walkers in this episode, and it's the perfect choice. You don't want to throw away your aces right away, after all, we are only in the beginning of season 3.