The latest episode of Game of Thrones Season 8, episode 4 has been named "The Last of the Starks". Why was it named so? I couldn't fathom the reason behind this intriguing episode title.
Sansa, Arya and Bran find out that they are the last of the Starks in this episode, because Jon is not actually Eddard Stark's son. He is a Targaryen, and his children would be Targaryens.
Sansa and Arya are women, so would take their husband's names and their children would not be called Stark. Bran doesn't consider himself to be Bran Stark anymore, having become the Three-Eyed Raven, and seems unlikely to have children.
Therefore there will not be another generation of Stark children, and the house will cease to exist. Eddard Stark's remaining children are the last of their name.
Someone actually answers this in the episode when they say that Bran is now rightful Lord of Winterfell but he doesn't want it. Inheritance goes through the male line only.