It's a self-fulfilling prophecy - we're now at the 6th season of hearing "winter is coming", it's bound to happen any time now.
Gambler: "I already got five 6's. I can't possibly get another one. That's a statistical improbability!"
Wrong assumption: Past dice rolls affect future rolls where as dice rolls are independent. Its improbably to get six 6's in a row but GIVEN that you have 5 sixes, getting a sixth is just 1/6
Am I right?
Gambler: "I already got five 6's. I must be on a roll! I'll surely get another one."