The latest episode of Game Of Thrones included not one but two huge returns. Not only did Arya come face to face with her long-lost direwolf Nymeria on her way back to King's Landing, she also met up with Hot Pie, who did what Hot Pie does, offering slices of insight as delicious as his baked goods.
Both returning characters proved to be key to Arya's changed agenda too: she's no longer on her way to King's Landing to take Cersei's head - she's now heading back to King's Landing and her own wolf pack, thanks firstly to Hot Pie, and then also to Nymeria.
Hot Pie's revelation that Jon Snow is the king in the North was the first important step to her turning away from the monster her desire for vengeance was transforming her into. As she sat, almost coldly eating Hot Pie's gift of a pie to her, we were absolutely supposed to see the parallel between her and The Hound (crowned rather wonderfully by her demand for ale). She seemed removed and almost clinical in her agenda to kill Cersei, and the mention of her home from such a familiar face eventually saw her snap out of it.
When Jon was mentioned, she visibly softened, realising that her priority should be to go home. She might have resolved to go North instead of South at this point, but this wasn't a full transformation by any means - it would take meeting Nymeria to make her realise the error of her murderous ways.
Coming face to face with Nymeria, Arya offered her old friend the chance to return to Winterfell with her, but she left to stay with her new wolfpack. Arya realised she was trying to convince her to turn her back on her true nature, hence her "that's not you" line that has inspired so much immediate confusion.
That line has already been explained by the show's creators - to clear up any of that vagueness - it wasn't that Arya was saying the wolf wasn't Nymeria, it was instead an echo of an old line from way back in season 1 and a deeper meaning for Arya herself.
D.B. Weiss explains as much in Inside the Episode:
"'That's not you' is a direct reference to what Arya herself said to her father when her father painted this picture for her of the life she could have as a lady of a castle and marrying some lord and wearing a nice frilly dress. Arya's not domesticated, and it makes total sense that her wolf wouldn't be either. Once the wolf walks away, at first she's heartbroken to have come this close, and then she realizes the wolf is doing exactly what she would do if she were that wolf."
Benioff adds more:
"This scene hearkens back to Season 1. ... When she finally finds Nymeria again, or Nymeria finds her, and she of course wants her to come back home with her and be her loyal companion again, but Nymeria's found her own life."
It's still slightly confusing, as surely Arya seeing that domestication is the wrong thing for Nymeria might mean that it is for her too, and once more turn her away from her return to Winterfell, but it's actually the animalistic behaviour she's been showing that she's turning away from here.
When she says "that's not you" to Nymeria, she's also saying that the image of her as a sort of mini-Hound isn't the real Arya, and while killing the Freys and the others on her kill list already dealt with is justified, it's not who she is. She's not accepting the domesticated image of her in the dress either, of course, but it definitely feels wrong to think she will simply turn her back on her change of heart and go to King's Landing anyway. That agenda was making her lose herself, even after she reaffirmed that she Was Arya Stark to Jaqen Hagar, and the two reminders from her past have corrected her course.
She's definitely going home.
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