The general idea is that winter is closer and closer and signs and portents in the next books suggest this one will bring (back) far worse than snow and there will be at some point some more traditional (ie: in the Fantasy sense) epic conflict between Fire and Ice, Life and Death etc., but as the books go on you'll see it's most unlikely to be as simple as Jon and Dany fighting white walkers with Dragons (for instance, you pair Jon and Dany, but even if that's right that Jon is a key player linked to the dragons you'll discover far down the line you shouldn't be looking for a pair anyway...). We still don't really know for sure the full nature of the conflict to come (all forces involved have destructive and protective aspects, it's impossible to foretell for sure at this point if humans should fight on one side or the other, rather strive for a balance between these forces to survive), and Dany (in particular) still know even less than the reader what the real purpose of her return to Westeros might be...

Martin unveils his "fantasy" (cosmologic) elements very slowly, so far woven in his "secular war" story rather than coming to the forefront (it looks like the balance might start to shift in ADWD, but more probably in book 6). There's more than dragons and white walkers involved, as you'll discover along the way. Various forms of magic tied to "gods" (real beings or elemental forces human worship as gods), are awakening, or gaining power again, and some of those you know little or nothing about (Theon's people's god, for example, or the god of Melisande, or the one worhipped in Braavos) at this point (and it's not wholly clear even by book 4 if some of those are truly important to the climax or sideshows). You still have little idea where the storylines of some characters are going (and it's impossible to tell you which ones without ruining the surprise than those are among the ones who survive until book 5...Ned's fate should be a clue not everyone who is a main player at some point remain one through the whole series...)