
I think it’s a toss-up between Jon and Bran.
Jon is, nearly without a doubt, the key to the whole shebang. He’s the archetypal hero and pains have been taken to have him actually fulfill the “ice and fire” bit; they even visual-checked the “bleeding star” motif. He’s really the only top-tier character to be consistently where the “real action” is, fighting the Others (he was killing wights when Bran was still at Winterfell). He’s now almost a plot vortex unto himself, with Davos, Tormund, Sansa, Brienne, Melisandre, Sandor, etc. all either with him, on the way to him or tuned into him in some capacity. The people around him now, especially if Bran and Arya reunite with him and Sansa, seem like a clear-cut “final protagonist” group, especially after someone (Sansa) finally dispatches Baelish.
Bran, however, has powers that Jon doesn’t and a deeper understanding of what the Others are up to (expanding into the books, Bran has also glimpsed Brandon Snow making weirwood arrows to kill Aegon I’s dragons, which seems like a strong hint that Bran could fight both Others and dragons, the two extremities of destruction). A lot of what Jon does — and knows — going forward will almost have to come from Bran. Jon will be the one to close the deal, so to speak, but he can’t do it without Bran’s help. You can form your own opinion of which character this scenario renders more important.
As for Dany, I’ve said for years — years — that she could end up being a red herring of some sort and is trending more toward antagonist than hero. I see no reason to alter that assessment and if anything last season solidified it. She is and will no doubt be very important, I just don’t think it will be in the capacity that people seem to be expecting (or that her admirers are hoping to see). Everything about her now screams, “It is never THAT easy. Watch out.”
Interesting question, especially as those top three all seem crucial to the plot’s ending.
I’ve recently developed an uneasy feeling that Jon will be gone by the end of the story: there are some vague, seemingly minor, comments that are nagging at me. For example, his remark to Melisandre - “If I die again, don’t bring me back” - makes me wonder if it’s a plot forecast.
That leaves two important characters (Daenerys and Bran) to carry on until the end. I think Bran will survive the end, but he has to become The Three-Eyed Raven - that seems to be his destiny. (In fact, the Raven told him as much, directly saying “It is time for you to become me.”) Thus, he will be elsewhere, wherever “elsewhere” may be, whether it’s in a cave entwined in the roots of a weirwood tree or in King’s Landing - or what’s left of it.
Because that brings me on to the third character in our little triumvirate - and here’s where my conclusions lead me: Daenerys will be the most important character at the end of the story, simply because she will be the one to survive in a capacity as “ruler.”
But in all honesty I don’t see anyone as winning. Surviving, maybe, but not winning. GRRM himself has said the ending is “bittersweet.” My view is that Jon will die, for good this time; Bran will become The Librarian, if you will, the repository of all human memory and foreseer of human events; and Dany will become Queen of a dead Westeros.
For me, it all hinges on that “vision” Daenerys had back in the House of the Undying, the wizards’ tower. In that vision, she walked through the ruins of the throne room in the Red Keep. The roof must have been more or less destroyed, leaving the building open to the elements, because it was snowing (winter has come even as far south as King’s Landing) in the room. She approached the throne and ultimately didn’t touch it.
And I believe as I’ve written elsewhere here on Quora that what we see in her vision is the endgame, as you put it: she will be victorious and be the ruler of Westeros - but there will be no Westeros left to rule. Her vision is the fulfillment of ice and fire. The dragons - at her behest - have laid waste to King’s Landing and the rest of the Seven Kingdoms (“What kind of fire burns stone?” “Dragonfire”), and winter has indeed arrived, perhaps forever.
So, does that make Dany the “most important” character? Marginally, I’d say, but yes, if you have to pick just one she edges out Jon and Bran. Of course, I could be wrong… ;-)
All 3 of them, Jon, Daenerys & Brann, are the 3 most important (as in mandatory) characters needed - each in a very different way. They will all end up sacrificing for the betterment of mankind :)
Having said that, I believe Jon will prove to be the ultimate force when it comes down to it - he will need Daenerys and Bran in certain ways to do what he needs to do, but its all on him in the end. Without Jon there is no hope for the citizens fo Westeros.
Daenerys though will sacrifice in ways the Jon and Bran will not. You can find that post here: Ava Monroe's answer to How do you think Daenerys will die?
Jon & Brann posts are works in progress …
Thanks for the A2A

On the one hand we have been given many reasons within the story to believe that above all others Daenerys, Jon, and Bran are very important characters.
On the other, George RR Martin has a penchant for turning tropes on their heads and doing the unexpected.
Having said all that it would be very bad story telling if the most important character turned out to be someone who wasn’t built up to properly or comes out of left field.
At the very least they will have to have hints of their significance sprinkled throughout the story.
Daenerys is the “Chosen One” character. The obvious hero who is fighting for what is hers. She’s good at everything naturally, and despite some hardships she more or less succeeds despite making terrible decisions and being pretty naive.
Daenerys is important, but I don’t think she’s going to end up being as important as has been built up.
Jon is the underdog. He was a raised a bastard and joined an order of thieves and rapists at the edge of the world. Jon has had to scrape and fight for everything he has gotten. He isn’t naturally good at everything (he even said Robb was better than him at everything). Jon’s importance/prominence is a bit more obvious on the TV show than in the novels, but he is very likely the Prince who was Promised, and as both a Stark and a Targaryen his is the Song of Ice and Fire (the title of the book series).
So Jon is obviously VERY important.
As far as Bran goes I have to say that in both the books and the TV show I found his story hard to follow or care about. However once the show surpassed the books it became pretty obvious that Bran’s story is very important and not just background history or filler.
It seems more and more likely that Bran could inadvertently bring about many of the events that he and others are trying to stop through his visions and trips into the past, without meaning to. Like he did with Hodor and allowing the White Walkers to enter The Three Eyed Raven’s cave.
Bran could be the Lord of Light (whispering to people through the flames, like Melisandre and the Mad King) and/or Bran the Builder (going back in time to build The Wall to keep the White Walkers out, trying to atone for something he may have played a part in creating)?
Bran has demonstrated both great abilities and a recklessness that leads both himself and others into trouble. GRRM has promised a bittersweet ending to the series. What could be more bittersweet than Brandon Stark, a well meaning, but reckless boy trying to use his powers for good, and have it go horribly wrong?
It would also be right up GRRM’s alley, having him turn out to the primary antagonist of the series. Pitted against his beloved “brother” Jon, who has to stop him to save the realm.
If these theories about Bran and his powers are true that would make Bran the “most important” character still alive in the story.