Even though Gilly is a pathetic, blubbering little thing, the fact that she is bold enough to speak up about her situation at all effectively communicates the type of person she is. Though it’s a typically maternal role, Gilly’s strength, like Catelyn Stark’s (Michelle Fairley), lies in wanting what is best for her child.
Though some of these women are still very new to the show, they have already put the men to shame in regard to their sheer determination and willingness to do anything to reach their goals. Though strategists like Littlefinger and Tyrion don't discount the cunning of the women around them, they still regard them as bargaining chips to be used to whichever ends they, as men, deem necessary. Elsewhere in Westeros, both Ser Davos Seaworth (Liam Cunningham) and Theon Greyjoy (Alfie Allen) underestimated the females around them.
While it’s true that there's no clear-cut protagonist in season two, that fact is part of the intrigue of "Game of Thrones." The audience isn't told by the writers who to root for, and can't rely on the usual signposts to guess which characters are good, bad or safe from the sword. Instead, they're left to choose who they hope will ultimately win the war of Westeros. Though it’s the men who lead the battles, sign the documents and make the so-called final decisions, it’s the women who are working within the confines of a restrictive system by using their influence -- whether with their bodies, their cunning, or the power granted them by birth -- to manipulate the action, while at the same time doing all they can to eradicate the misogynistic customs of their world. Who needs a hero? The heroines of this show are going just fine.