He felt that his whole life was some kind of dream and he sometimes wondered whose it was and whether they were enjoying it.

Alan Taylor (director of episode 10): I remember the first thing we did with [Stephen Dillane] was in the opening episode of the season, on the beach, and [Stannis] does the ritual where he brings the witch and his wife and he walks away and there’s a gesture he makes where reaches back for his wife’s hand and he does it with such dismissive—you see the whole relationship right there with one gesture and [Stephen] invented that whole moment. It was not on the script.