At the end of Game of Thrones' penultimate episode, titled "The Bells," we watch Arya Stark ride off into the distance on the back of a white horse. The moment is powerful because, for the first time in her adult life, she is free to shape her future as she sees fit. Her kill list no longer defines her existence, thanks to the parting words and gracious acts of the Hound. His sacrifice, along with the sacrifice she attempts to make in helping the young Westerosi mother and her child, demonstrate to Arya that death is not a means to an end. She will never find fulfillment in death. She can only conquer death by choosing life.
However, some fans feel that Arya's final moment in the episode isn't a figurative depiction of death, but a literal one. Some theorists believe that the white horse not only symbolizes that Arya is dead but also that, as Reddit user HelheimX explains, she is and always has been the true harbinger of death, thanks to her experiences with the Faceless Men:
"When Arya was in the House of Black & White, she was blinded by the Faceless Man. He then drinks the poison meant to kill Arya to die for her and therefore he ultimately strips Arya of her name in a final death. She goes to reveal his true face and sees herself. Why? Because Arya has lived many times just like her brother Bran."
While we wouldn't go as far as to say Arya is the grim reaper herself, the idea that the young Stark is dead plays well with the events that occur as she attempts to escape the reign of fire in King's Landing. The episode's edit certainly supports the idea that Arya passes on at some point during the carnage, perhaps at the same moment as the Westerosi mother and child, and that we as viewers continue along on Arya's journey because her connection with death as a Faceless Man means that her soul takes a different path to the afterlife.
Twitter fans point to the white horse as the key to this theory. Symbolically, horses represent life, and white horses represent resurrection or rebirth — and thus, by walking toward the lone warhorse and riding off toward the horizon, Arya is essentially leaving this mortal coil (toward heaven?) and finally taking her place among the deceased. While Arya does appear in the finale's teaser, it could just be her ghost walking among mortals. After all, we don't see her actually interacting with anyone.
The idea is a bit eerie, but it makes sense for the woman who has spent her entire existence telling death, "Not today."