Sansa Stark has been making her mark as the new Lady of Winterfell [1], and her outfit this season is meant to reflect that. Game of Thrones costume designer Michele Clapton [2] reveals that Sansa's costumes actually feature a very powerful message to the men who have wronged her in the past.
"All the characters's costumes are a consequence of the journey and lifestyle," Clapton states in an interview on the Making Game of Thrones site [3]. More specifically, Sansa's belt is supposed to serve as a warning against any men who are trying to mess with her now (cough cough, Littlefinger [4]).
"This is her taking back control of her body. I designed it to wrap around, over her side-laced dress to represent the absolute removal of any possible physical touch," Clapton said. "Her dresses are also tightly laced on, incredibly difficult to remove; it's a message to Littlefinger."