I was always confused with Melisandre and was never sure about the purpose she was serving in Game of Thrones. It seems to me that she had been always serving the Lord Of Light. That's why she had so many visions in flames all this time and had some sort of superpowers. However, she made many mistakes in the past and took wrong decisions, by sacrificing innocent people when she was supporting Stannis.
How's that possible if she has been always serving a god's will?
In addition, in s08e03 we see her coming back in Winterfell to help defeat the dead. In the final scene of the episode, after the end of the fight, she walks in the snow, removes her necklace, changes shape into something else and then disappears.
What does this mean? Did she die? Did she serve her purpose?
As far as I remember, she changed shape in the past once again in Episode 1 of Season 6 when she turned into an old lady after removing her necklace and looked herself in the mirror.