On the Sansa speech with help from Pod...I am hoping they made it so bad--her totally forgetting her courtesies--to set up a contrast for when she takes the Stark reins later this season. Like, there will be a callback in episode 9 where she gives some speech to rally the new northmen army, and we'll be thinking "remember in episode 1, when she could barely remember how to swear in a knight? Wow!" That's my dream, anyhow. And then Nymeria will show up and tear Ramsay's throat out and Sansa's horse will step over his corpse and her army will go save the north.
At the wall...I thought it was telling that not only was Melisandra old, but she went to bed very close to the fire, under a bunch of furs. They have always made a big deal about how the cold doesn't bother her--she's been walking around Castle Black in a dressing gown while everyone else is totally bundled up. What I don't know whether its "when I take the glamor off I can feel cold" or "my magic has faded and now I am cold".