Well, for Lyanna (who’s probably the Dead Lady we know the most about wrt to her thoughts about marriage to Robert, the whole Knight of the Laughing Tree business, etc.) I’d like to know more about what happened to her between the Tourney and her death, and I imagine we will learn in TWOW through Bran’s visions: what was the character of her relationship with Rhaegar? How did that relationship change when she found out about her father and brother? Did she try to escape the ToJ or did her pregnancy rule that out? Etc.
For Rhaella, I’d like to know more about her role in Aerys’ court. We know, for example, how she felt about his philandering among her ladies, but not about what she thought about Aerys’ “grand schemes” or his growing madness and violence, or how she tried to raise her kids, or what her relationship with Rhaegar was like, etc.
For Joanna and the Unnamed Princess, I’d definitely like to know more about their marriage pact and what they wanted to achieve with it – after all, linking the Hand’s family to the Crown Prince’s in-laws might have created a significant alternative power bloc in King’s Landing in opposition to both the Southron Ambitions bloc and Aerys’ sycophants.
And so on.