Top Left: Ray
He is the Septon in season 6 episdoe 7, "The Broken Man", who had previously saved Sandor Clegane and nursed him back to health. Him and his followers are building a sept with the help of Sandor. Later on three riders from The Brotherhood Without Banners attack the group whilst Sandor is off in the woods and kill everyone. Sandor finds Ray has been hung in the unfinished sept.
Middle Left: Karsi
She is a wildling spearwife in season 5 episode 8, "Hardhome", she stays to defend the boats and to try and get more people evacuated. During this defense she is attacked by wight children and is unable to attack them, they overcome her and she is killed. Moments later she is raised as a wight by the Night King.
He is a Lannister soldier in season 7 episdoe 1, "Dragonstone", that Arya Stark runs into round a campfire. They have been sent to the Riverlands to keep the peace, he sings Hands of Gold round the campfire.
Top Right: Wight #2,199,367
He is the wight in season 7 episode 6, "Beyond the Wall", that Sandor Clegane throws a rock at and takes his jaw off. This is the first wight to start the advance across the frozen lake and so is presumably dead-dead.
Bottom Middle: Mycah
He is the butchers boy in season 1 episode 2, "The Kingsroad", who Arya Stark befriends and practices her Needlework with. He is killed by The Hound later in the episode.
She appears in season 6 episode 5, "The Door", and is the Red Priestess that Tyrion Lannister and Varys meet with in Meereen to convince the locals to follow Daenerys Targaryen.