Winter and climate change
It may be that Winter is a metaphor symbolizing climate changes. Winter is seen as the ignored force that threatens to destroy the civilized world yet is ignored. The only people who notice this are often pushed away and the danger presented by them is seen as insignificant compared to the other problems faced by the realm. The attitude with which Westeros treats the danger imposed by the White Walkers can be compared to the attitude political governments have nowadays when facing climate change.
Dragons
Even if they don’t appear only at the end of the book, they are a significant metaphor for power. The dragons represent mostly the old power and old ways, lost after the death of the last Targaryens. While it is believed that the dragons are extinct, they are still feared and tales about their powers are still told in Westeros.
The Iron Throne
The Iron Throne is more than just a Throne for the King to sit on. When a character refers to the iron Throne, it is more in a symbolic way and most of the times it is a direct reference towards the power that a king has and which is symbolized by the Iron Throne.
Ravens
Ravens are used in the book as a way of transmitting information in Westeros. However, they are usually considered as being bad omens, caring bad news. Also because of their colors, they are frequently associated with death.
Direwolves
Direwolves are another breed of mythical animals found in the North and that also appear on the house sigil of House Stark. In many ways, the direwolves found by Stark end up being just like their masters. For example, Eddard notices how Sansa and Lady are so much alike and how Nymeria is as wild as Arya.
