Eddard and Catelyn have two daughters, Arya and Sansa. Sansa, the older child, wants to be a good lady, which is why she names her wolf Lady.
By contrast, Arya is a bit of a wild tomboy and she names her wolf Nymeria, after a warrior queen.
Arya hates sewing with all the ladies (including her teacher, Septa Mordane, her sister, her sister's friend Jeyne Poole, and Princess Myrcella); instead, she runs out to watch the boys play with swords.
We get to see the Stark kids and the royal kids play-fight here, but the main message is that Joffrey is "truly a little s***," as Jon Snow tells Arya (63). Got it.