Back at the Starks' castle, called Winterfell, Eddard's wife Catelyn comes to talk to him while he rests in his sacred space, the godswood. (Executing people is hard work.)
There's a whole discussion here of the difference between northerners, who still worship the old gods, and southerners like Catelyn, who follow the Faith and worship the Seven Gods in churches known as "septs." (See the "Setting" page for more on that.)
But if you're not super interested in comparative religion, then here's what you need to remember about this chapter: Catelyn tells Eddard (a) that his friend Jon Arryn, the Hand of the King, is dead; and (b) that King Robert and his family are coming to visit, including Queen Cersei and those other stinkin' Lannisters.