In Game of Thrones, after their beloved queen's death, will the Unsullied follow the new king or will they return to their home?
They are going to Naath, as said by Grey Worm:
We sail for the Isle of Naath.
They are free people and seem to be following Grey Worm and of course, Naath was Missandei's home. It's a throwback to their past conversation where Missandei expressed going back there. So it seems they are going to Naath and might become the protectors of Missandei's people there.