Verb; meaning to build up storylines in a work of fiction and lull people into believing that there is a safe, happy ending for all coming - until the finale, when the authors write an ending that is shocking, painful, and undoes every bit of character development and growth that had occurred within the entirety of that work of fiction.
I don't know why we're all still following Game of Thrones and A Song of Ice And Fire. You know damn well GRRM's going to Pull A "How I Met Your Mother" and completely fuck everybody over.