I'm getting way better at noticing the subtle things!
When I first read the series ten years ago, I missed all the subtle stuff (i.e. Jon Snow's parentage, Renly/Loras being gay, the Hound still alive in AFFC). I only learned about those things by reading about them here. This time, however, I seem to be noticing more of them on my own. I guess I'm paying closer attention, and maybe I'm more familiar with GRRM's style. Whenever he says something weird, something that doesn't seem to make sense, I stop and think about it instead of just shrugging and moving on.
For example, I just read the chapter where Ramsay Bolton marries Jeyne Poole (AWESOME chapter!) and was glad I picked up on a couple of things. A) Mance Rayder is the bard with the six women, and B) Wyman Manderly baked the missing Freys into the pies, and fed them to everyone, including eating six pieces himself!!! (I figured that one out even before Manderly asked the singer to sing the Rat Cook song!). Hahaha, Manderly RULES!