The A Song of Ice and Fire novels on which Game of Thrones is based were originally planned as a trilogy, to be titled A Game of Thrones, A Dance With Dragons, and The Winds of Winter. However, soon after George R.R. Martin finished writing the first novel, A Game of Thrones, he realized it would have to expand into a much longer book series. The plotlines which Martin originally storyboarded out as the plot of "book one" (A Game of Thrones) were expanded into three novels: A Game of Thrones, A Clash of Kings, and A Storm of Sworms. Thus the first three novels are in many ways one very long novel - and the climax of A Storm of Swords concludes many of the plotlines begun in A Game of Thrones. Martin even initially planned to make a five-year time jump between the third and fourth novels, to emphasize how much of a chapter-break the climaxes of the third novel were to the overall story (though the time jump was later abandoned).
A further problem was that what Martin originally planned as the middle novel (A Dance With Dragons) grew so vast that it could not possibly be published as a single novel, as it exceeded even the third novel in length. This caused several production delays, until Martin answered the "Meereenese Knot" by cutting it in two: the fourth novel (A Feast For Crows) follows all of the characters in the Seven Kingdoms, while the fifth novel (A Dance With Dragons) happens concurrently with the fourth novel, covering events outside of the Seven Kingdoms during the same time frame. It was as if Martin took the original, too long to print novel, removed all of the chapters taking place at the Wall or in Essos, and then published them as a separate novel. However, the events in the two novels happen concurrently, and the TV series will simply present these events in chronological order, intercutting between the two storylines. This is somewhat similar to how Tolkien's The Lord of the Rings: The Two Towers was internally divided into two sections: the first covered Aragorn's quest, while the second half covered Frodo's actions during the same time span (thus the middle of the novel "backs up" to show Frodo's perspective from the same day that Aragorn's storyline began). The film adaptation of The Two Towers simply intercut the two storylines chronologically, as it was felt that it would seriously damage the flow and pacing of the film to focus exclusively on one set of characters, then the other.
Thus, David Benioff said he is very confident about Season 4, because it contains many climactic scenes which not only ended the third novel (to a greater extent than the Red Wedding), but concluded storylines begun in Season 1. In contrast, Benioff said that "Season 5 gives me nightmares." It will be as if they took book four and book five, cut each book in half, and then intercut the two storylines - but ultimately, the end of Season 5 will correspond to the middle of book four and the middle of book five. Unlike the third novel, in which the Red Wedding provided a convenient mid-point to stop at, quite simply, there is no real stopping point in the middle of book four and middle of book five. It would be as if the mid-point of Season 2, "The Ghost of Harrenhal", was used as the climax of an entire season. The writers have been aware of this for many seasons, and were worrying about it even since Season 3, but more so than any other season, Season 5 has no clear climax.