In Game of Thrones, Melisandre is praising the Lord of Light in a group ceremony. The Lord of Light presents an alternative to workshopping the Seven Gods (Light of the Seven) and we see Stannis aligns himself with the Lord of the Light as he tries to overthrow the Crown.
This can be used to introduce the Protestant Reformation. Before the Reformation, Catholicism had a near monopoly. When the Reformation occurred, this had political consequences as political rulers no longer had to rely on one single authority, the Catholic church, to provide legitimacy.
Much like there is a disruption in the legitimacy of the Seven Gods, in the clip, religious competition in Europe during the Protestant Reformation disrupted the political legitimacy of the Catholic Church.
To teach this concept in the classroom, click here for a lesson plan