Ever since Kristian Nairn (Hodor) let it slip that he and
co-star Isaac Hempstead Wright (Bran Stark) will not be in the next season, the internet has gone bananas. Show's creators have now confirmed the same.
David Benioff, writer and executive producer of the series, has told Entertainment Weekly that the reasons for the duo's disappearance are twofold, and are about bringing out a strong season that fits within the show’s seven-year narrative plan.
He says that Bran and Hodor's story has already caught up with what George RR Martin's books have said so far (last one being A Dance With Dragons). So if they pushed Hodor and Bran forward this season, then they are way ahead of where the other characters are. The attempt is to keep all characters and storylines parallel to each other.
By the end of season 4, Bran, Meera and Hodor found a cave containing the wizard-like Three-Eyed Raven. Audience is left with the assumption that the Three-Eyed Raven will teach Bran more about how to use his fledgling warg power, and possibly other talents as well.