After being missing for an entire season, Season 6 has caught up with Bran Stark deep in his training with the Three-Eyed Raven. It was revealed in Season 4 that Bran is a warg, able to inhabit the mind of his direwolf, Summer, and the mind of Hodor. But is he the only warg in Westeros? The books strongly implied that the other Stark children have the same ability. Like, for example, Arya. Is Arya Stark actually a warg as well on Game of Thrones?
For the past few episodes, Arya's training to become No One in the House of Black and White in Braavos has been pretty frustrating. At the end of Season 5, she lost her eyes, and since then, training has mainly consisted of being beaten up while blind by the Waif and Jaqen. She was given her eyes back on Sunday, but only when she manages, finally, to stop a blow without the use of her sight. Fans of the book may remember that at this point, Arya only manages to block the attack by cheating. She warged into a cat nearby, and was able to watch herself through its eyes. And this is not the only evidence that Arya is a warg. We haven't seen much of Arya's direwolf, Nymeria, since she ran off in Season 1. In the books, Arya sometimes has wolf dreams, in which she actually is Nymeria, who is leading a huge pack of wolves in the Riverlands.
In the show, we haven't seen any of this. Since chasing Nymeria away in Season 1 to protect her from being killed by Queen Cersei, Arya's beloved direwolf has disappeared. With some changes, the show tries basically to stay true to the source material, but there is a lot of information and smaller plot points that simply haven't made it to the screen. Lady Stoneheart, for example, hasn't made an appearance, and neither has another Stark child's warging abilities, Jon Snow. In the books, Jon is also able to inhabit the body of his direwolf, Ghost. While it's clear that even on the show the Stark-Wolf bond is incredibly strong, the warging element has only been shown with regards to Bran.
But if the show does decide to introduce Arya's warging ability, it could be the link to herself that she needs to convince the Faceless Man that she is No One, but still remain Arya Stark.