I wasn't too disappointed with Dany's turn in Ep 5, as she's always been a little on the mad side, but it wasn't executed or foreshadowed very well. I think the showrunners did this deliberately to shock us, but failed to realise that although a shock may be surprising, it still needs to seem logical in hindsight.
Ned getting his head chopped off and the red wedding were shocking and unexpected as TV shows don't usually kill major characters, but within the context of the series, the plot and the characters those events were plausible. It makes sense that Joffrey would chop Ned's head off because of how he'd been established as a character up to that point. It made sense for the Frey's and the Boulton's to kill the Starks in pursuit of power, because of prior events. Because we didn't get to see Dany's descent into madness, the burning of King's Landing was shocking, but also a bit jarring because there hadn't been enough foreshadowing.
The final episode was an abysmal disappointment where they threw out all logic for the sake of giving the show a clean ending, which felt out of keeping with what the series had established. I'm supposed to believe -
a) Grey Worm and the Unsullied after fighting for Dany for so many years and pledging their lives to her, just let the two people that ensured her downfall go? What?
b) They laughed at Sam's idea of democracy, but then decided to vote in a never-ending surveillance state instead? What happens when Bran decides a few people need to die for the greater good? If he wargs into Drogon then he's going to have some powerful means of subjugation. Plus no one can kill him if he just goes mad because he can see any threats coming. How is this better than Dany?
c) The North becomes independent, but no one else goes for independence or objects to The North obtaining it. Why?
d) Oh, and I'm to assume that the raping and pillaging Dothraki just went to tend the fields???
I'll console myself with the fact that most series's endings are disappointments (except Breaking Bad).