If you're a show-only fan of the series, you might be unaware that one of the most important and celebrated book characters is missing. In the novels, the Red Wedding isn't the end of the story for doomed matriarch Catelyn Stark. Instead, the Freys throw her naked body into the river, where it floats for three days before being recovered by Beric Dondarrion and the Brotherhood without Banners. Beric demands that red priest Thoros of Myr give her the breath of life—as he's already done for Dondarrion countless times. Thoros refuses—it's been too long, he says. Undaunted, Lord Beric bends and gives her the rite himself, which causes him to die as the spark of life passes to Lady Catelyn.
When she rises, her skin is grey and melting in places like tallow, her hair has turned brittle and white, and her face is a mass of shredded wounds filled with clotted black blood—a result of Catelyn raking her face with her fingernails following Robb's death. She cannot speak, because the "bloody bastards cut her throat too deep for that. But she remembers." She remembers, and she hates. Catelyn Stark is dead, and Lady Stoneheart's reign has begun. She becomes the leader of the Brotherhood, and directs them in a bloody campaign of vengeance against Lannisters and Freys.
Why is she so important? Because—spoiler warning—she eventually captures Brienne and Pod, and threatens to hang them if Brienne doesn't betray Jaime and kill him with Oathkeeper. The last we see of the Kingslayer, he's riding off into the wilderness after Brienne tells him she needs his help. Obviously, this storyline is completely different from the direction of the show, which may explain why so many book-readers have been up in arms over Lady Stoneheart's absence. What do we want? Zombie Cat! When do we want it? Four seasons ago!