Arya Stark doesn't want to be a lady
Arya Stark, Even when she was living in Winterfell with the rest of her family, Arya Stark was never a regular little girl. In the books she's only 9, while in the series, where she's played by the adorable Maisie Williams, she is a bit older than that. In all of her life, as she can remember, she never enjoyed the girly activities - sewing, singing, and remembering romantic stories that the Old Nan used to tell her.
Sansa was the perfect girl, so it's no wonder the two of them don't really get along, even though later on, forced by the circumstances, Arya realizes she loves her sister in spite of the differences between them. What Arya does love is all the fierce activities, like fighting, and exploration, and horse riding. She doesn't mind getting her hands muddy if that means she will discover something new.
Like all of the Stark children, Arya has a direwolf named Nymeria. On the way to King's Landing, and mostly thanks to Sansa's being shallow, Arya has to make Nymeria leave. As the story unfolds, we realize that Arya sometimes connects to Nymeria in her sleep, like Bran Stark does with his direwolf Summer, and Jon Snow with his direwolf Ghost. It could be said that Arya Stark's favourite brother is Jon Snow, because the two of them are most alike - they are the only ones who look more like Stark than Tully, after Catelyn Stark's family.
Jon is a bastard son of Ned Stark, while Arya is not a typical little girl, and being different from anyone else is another thing that makes them connect to each other. So, it was Jon Snow who gave Arya a sword before she went to King's Landing. The little sword she named Needle is the only thing that connects her to her true identity. Ayra Stark
Arya Stark - a fierce little warrior
In the series, we see how even her father Ned Stark acknowledges her fierce side, making her have fencing lectures with Syrio Forel, a Braavosi swordsman. His lectures are the last happy memories Arya Stark will have. After Ned's execution, Arya is disguised as a boy and goes with the Night's Watch recruits, attempting to get back to Winterfell.
However, the destiny has something different in store for her. She starts losing her companions one by one. Yoren, a brother of the Night's Watch, who rescued her from King's Landing after Ned's execution, Gendry, Hot Pie, even her sword Needle... she loses friends and gains enemies. With all the hard life lessons Arya Stark is experiencing while wandering through Westeros, her only comfort becomes a lullaby of names of those she wishes dead - Jeffrey Baratheon, Cersei Lannister, Ser Amory Lorch, Ser Gregor Clegane, Ser Ilyn Payne, The Hound...
Yaqen H'ghar, a mysterious prisoner of the Night's Watch whom she helped to escape after the group's been attacked by Lannister soldiers, offers Arya three deaths for the three lives, including his, she saved. After the deal is done, Yaqen H'ghar proves to be a Faceless man, and he gives Arya an iron coin. This is pretty much how far the series has come, but in the books the story of Arya Stark continues. She is the only character who has at least one POV in each of the books after all. So, Arya continues to go all over the Westeros, trying to reach Winterfell, then Riverrun, then the Frey Towers, but she never manages to get to her destination.
Along the way, she manages to remove some of the names from her list, and even get her Needle back. She finds a way to use the iron coin, and goes over the Narrow Sea, to the city of Braavos. All this time, Arya Stark constantly changes her identity. While with Yoren, she was known as a boy Arry. Later she becomes Nymeria or Nan for short, then Weasel, then Salty, then the Cat of the Canals, then Beth... In Braavos, she comes to the House of Black and White, where, it seems, the Faceless Men are trained.
So, Arya starts her training there. The most important part of the training is to become no one, and that is the one thing Arya can't do. She is forced to leave all of her belongings so she could become no one, and she does so, with the exception of Needle, which she hides in a special place known only to her. So, at the end of the fifth book, A Dance with Dragons, Arya comes to the higher levels of her training, but she doesn't let go of her old self - Arya Stark of Winterfell. What will happen to her? We will have to wait and see, and we can bet it will be one of the most interesting stories of A Song of Ice and Fire.
