"Growing up I always wanted a dog," Turner told the Coventry Telegraph, "but my parents never wanted one. We kind of fell in love with my character’s dire wolf, Lady, on set. We knew Lady died, and they wanted to re-home her. My mum persuaded them to let us adopt her.” She also talks about her costars, including her close friends Natalie Dormer and Sibel Kekilli. Kit Harington and the rest of the Stark clan are like "older brothers" to her in real life, too, and apparently Jack Gleeson (Joffrey) is "one of the most lovely, intelligent, and funny people on set — he’s just so nice, unlike his character."
When not playing the part of Lady, the dog is named Zunni. We cannot confirm whether or not she has the mystical powers of a dire wolf, but for the sake of pure joy, we're going to assume she does. This is a huge comfort to those of us who wept and wept for days after Lady had to be killed by Eddard Stark himself in one of the show's crueler twists — here's to hoping Joffrey gets what's coming to him some day very soon. (i09)