Unexpected events are totally ok, as long as they are in line with how the character has been developed. Oberyn was cocky the whole time, so him getting snuck while taking shit is still in line with his character. Ned was too noble for the game and Joffrey was a prick, so him getting beheaded was still in line with the characters.
Arya killing the night King was bullshit because it was out of character for the night King to be taken out that way. This nigga been alive for thousands of years, has touched Bran in visions, smart enough to lure Dany in to take a dragon and destroy the wall, etc., but this nigga walk right into a trap?
Dany going full mad queen is out of character for her based on how she's been presented. She was against killing innocents the whole 7 seasons and 4 episodes, but now it's cool? She should have at least shown her down to consider killing innocents at some point in the past but was pulled back by advisors. All her killings were portrayed as totally justified until the end of last season.