Let's Go Somewhere

Game of Thrones employs a strong sense of symbolism in this scene. Arya is riding off on a white horse to slay the dragon like she’s a knight in shining armor, becoming the heroic warrior she always hoped she could be. Along with that fairy tale imagery of Arya riding off to save the day on a white steed, the horse is also reminiscent of the white horse Daenerys received as a wedding present from Khal Drogo. In this case, it’s a reminder of the woman Daenerys used to be before she was repeatedly betrayed and lost everyone she loved, before she descended into madness. This adds an additional layer of sadness to the whole affair, reminding viewers of what might have been while at the same time implying what is most likely to happen. (x)

— Andy Warhol

The Song Union of Ice and Fire- George R. R Martin