It's Jon Snow's dire wolf Ghost, who seemed to live up to his name by mysteriously disappearing for a while, we can only assume he stayed behind in Winterfell when Jon went on his little road trip. 'Game of Thrones' writer Bryan Cogman has said there actually was a scene which showed Jon petting Ghost to say goodbye and to watch over Sansa but it never made the final cut.
These dire wolfs are actually pretty hard to film, with VFX supervisor Joe Bauer telling Huffington Post: "The dire wolves are tough because you don’t want to get them wrong, so we end up always shooting real wolves and doing a scaling trick with them, but the real wolves only behave in certain ways."
He continued: "I think that has something to do with why the dire wolves are in the show but they’re not maybe as integral as they are in the books."
Bauer confirmed that Ghost will be back in season 8 saying: "Oh, you’ll see him again. He has a fair amount of screen time in Season 8.
Later adding: "Ghost does show up, and he does some ... he's very present and does some pretty cool things in Season 8."
Bauer didn't confirm whether Arya's dire wolf Nymeria would be in the final season, however given that she finally made a brief appearance in season 7, we can only assume that she will, and no doubt it will be at just the right moment.
There's still a while to wait for the final season of 'Game of Thrones' which is set to air later in 2019.