On a boat to White Harbor, en route to Winterfell
Who's there: Jon Snow, Daenerys Targaryen, Tyrion Lannister, Jorah Mormont, Missandei, Unsullied commander Grey Worm, Davos Seaworth, Brienne of Tarth, Podrick Payne, Varys, and Sandor "The Hound" Clegane
What they're doing: We last saw Jon Snow and Daenerys Targaryen getting it on in the middle of a ship sailing to White Harbor while Sam and Bran simultaneously revealed to each other that Daenerys is actually Jon's aunt, and Jon may have a better claim on the Iron Throne than she does -- being a dude and all that. It'll never not feel weird to call Jon "Aegon." Jon also still has Longclaw, the Mormont family's Valyrian steel sword that the Lord Commander gave him many seasons ago, having fitted the pommel with a carved white wolf in place of a bear.
We also last saw Tyrion Lannister looking on knowingly as Jon knock-knocked on Daenerys' door. He probably isn't aware of the whole Aegon thing, but he does know that two headstrong rulers like Jon and Dany having sex with each other is going to make things very, very complicated.
Jorah Mormont, his skin baby soft from his anti-greyscale treatment in Oldtown (thanks Sam!), accompanied Daenerys' motley retinue to King's Landing and returned with them after Cersei "agreed" to send her troops to the North. He's also in possession of the Tarly family's Valyrian steel sword Heartsbane (thanks Sam!) when he finally gets to Winterfell.
We can also assume that Daenerys' remaining retinue, consisting of translator-in-chief Missandei, Unsullied commander Grey Worm, Davos Seaworth, Brienne of Tarth, Podrick Payne, and Sandor "The Hound" Clegane are on the boat with her, though we don't see them in the Season 7 finale. Brienne, if you recall, wields the sword Oathkeeper, which was a gift to her from Jaime Lannister, having been reforged from Ned Stark's huge Valyrian steel sword Ice. The Hound is also carrying around Gendry's big honkin' warhammer, which he took a liking to during the Night's Watch's wight hunt beyond the wall. All of these people, along with dragons Rhaegal and Drogon, are gonna end up in Winterfell when Daenerys' army comes to fight the Night King.