Her sword Needle isn't the only tool in her arsenal anymore, as she now has the dagger is made of Valyrian steel. But what is Valyrian steel, exactly, and why is special? And most importantly, who's throat is Arya coming for next with her toy?
In the books, the power of Valyrian steel is elaborated on a bit more. It's a rare metal that was forged by old Valyrian empire (the Game of Thrones equivalent of the Roman empire). The process to create Valyrian steel involves blood magic and dragon fire, which imbues it with special properties: notably, it is much lighter than regular steel, and it has a slightly rippled texture that prisms in the light. Since Valyria fell, the knowledge of creating Valyrian steel was lost, so no new weapons have been made from the material. Some Valryian steel weapons still exist in Westeros and are considered family heirlooms in addition to serving as battle weapons. Ned Stark's sword Ice is one such weapon, and it was melted down and reforged into Widow's Wail and Oathkeeper by the Lannisters. Valyrian steel is especially important because it can kill the White Walkers, as we saw when Jon Snow slayed one of them with his sword Longclaw.
The origin of the Valyrian steel dagger that Arya now possesses is a bit of a mystery. We know that it belonged to Littlefinger, who claims that he lost it in a bet with Tyrion Lannister. Littlefinger retrieved the dagger from Ned Stark's old bedroom when he arrived in Winterfell. He then, of course, gives the dagger to Bran. In the books, it was established that Joffrey was behind the attempted hit on Bran, and did so to impress his father, King Robert. How did the dagger end up in the Baratheon's hands? That itself is a mystery, though a fan theory posits that is originally belonged to Rhaegar Targaryen, who was killed by Robert Baratheon during Robert's Rebellion. King Robert took the dagger from the body of dead Rhaegar. Given that it is a rare and valuable weapon, Robert would not have left it alone.
What is Arya going to do with this thing? Well, she can certainly join the fight against the White Walkers, possibly even using her masking skills to enter their domain and slay them by surprise. But given that Bran can see all of history and the future, it's likely that he already knows what Arya is meant to do with this weapon. There's still names on her kill list, and one of them is living in her home: Littlefinger. Could he be the next victim of the pint-sized assassin? If he dies, chances are no one will be mourning too intensely.