Back at the end of season one when Meryn Trant and his men came for Arya Stark, her dancing master Syrio Forel delayed them while only armed with a wooden sword, giving her enough time to escape. During the fight he declared himself to have been the First Sword of Braavos and certainly from the description in the book and what was seen on screen, he did enough damage with just that wooden training sword. The thing is, he isnt described as actually being killed on the page or on screen. In A Clash of Kings, Cersei says, I sent Meryn Trant to take her in hand when Robert died, but her wretched dancing master interfered and the girl fled. This can be taken to mean that Trant survived, and never told her about the whole first sword business. Cersei is unlikely to want to inspect the body of a dancing teacher, and so it is entirely possible that Trant lied, while in fact the Lannister stooge got smacked silly with a wooden sword and made to submit before Syrio fled the capital. It has even been suggested that not only did Syrio escape, but he is actually Jaqen Hghar in disguise. This would mean that the Faceless Men were interested in Arya right from the beginning. It might be her natural ability in her training sessions with Syrio that actually makes them spot her. This Jaqen link may yet be explained as hes due to come back in the TV show, as he has reappeared in the books under the new face that Arya saw him change into.