Response to The Theon confusion.
You may remember from a few episodes ago after Theon had returned to the Iron Islands he wrote out a letter to Robb (if you pause it you can read it) that said his father (Balon Grayjoy) had refused to help in the Norths war and he was coming back to Robb to continue to fight for the north. He then promptly proceeded to burn that letter rather than send it. That scene was the beginning of Theons internal conflict between how he was raised by Ned Stark and his want for his stark family and wanting to prove himself as an Iron Islander to his father and his want to be included in his Grayjoy family. For all his parading around trying to prove himself heartless and willing to do whatever it takes, he was raised with Ned's sense of honor and its one thing to simply say, 'I'm going to kill some kids and then they'll fear me,' and actually seeing the result of that in front of him. The look he gives is a 'what the hell have I just done' expression, continuing to highlight the conflict in his head. He's so desperate for his fathers approval but hes completely unassured in what hes doing.