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Game of Thrones season 8 episode 3 sees Theon Greyjoy redeem himself as he held down the fort in front of the Night King

He is someone who will always remain the son that Ned Stark didn't know he had and the one who returned home in the hour of need.

SPOILER ALERT

"You're a good man, Theon. Thank you," Bran Stark tells Theon Greyjoy as the two are surrounded by white walkers and the Night King is slowly walking towards them as they stand their ground beneath the weirwood tree. No more words were needed to be said, Theon knew at that moment that his redemption was here and that if he died saving Bran, which he probably would, he would be unburdened of his torturous guilt. Tears streak his cold cheeks and he nods to Bran, turns around and charges. The Night King sees this coming, obviously and stabs him with his own weapon through his stomach and Theon's knees buckle as he looks at the very grounds of Winterfell where his life had once started, the place where he betrayed the Starks became a monster, the place he called home. 

He spent the last moments of his life correcting all the wrongs he had done but while some may see it as Theon being inches away from his true fate, he actually served his purpose. He never meant to win the war, his only wish was to fight for his family - the family he deserted.  His death as an honorable soldier, brother and friend fighting and dying for the very Stark he forced to flee is poetic, redeeming and heartbreaking. Perhaps, he deserved more for losing all that he did at the hands of Ramsay Bolton, from his identity to his peace as he watched Ramsay rape Sansa but this is clearly all he's going to get which is to be honest, not bad. He's freed from a life that only brought him pain and he died as someone who will always remain the son that Ned Stark didn't know he had and the one who returned home in the hour of need. 

Fans, as one can imagine had a lot of feelings about Theon's death.