Monsters-and-maidens

"This well...I remember hiding down there...playing monsters-and-maidens with little Namond and...Meghan?"

- Rodrik Forrester

Monsters-and-maidens is a popular game normally played by children.

"Iron From Ice"
Rodrik Forrester travels to Red Rob's abandoned farm to meet with Gwyn Whitehill in secret. He examines an old well and remembers hiding in there as a child while playing monsters-and-maidens with his friends Namond and Meghan.

In the books
In the A Song of Ice and Fire novels, monsters-and-maidens involves the patricipants chasing each other while pretending to be monsters or maidens.

Several major characters have played it over the course of the series. As a child, Arya Stark plays it with the children of Winterfell. Rickon Stark plays it with two of Walder Frey's grandsons whom Catelyn fosters as part of the terms of the Stark-Frey alliance. Shireen Baratheon and her fool Patchface play it at Dragonstone with Edric Storm, Robert Baratheon's only acknowledged bastard. Tyrion Lannister and Shae pretend to play it during a tryst among the dragon skulls within the Red Keep.