Needle

"Sansa can keep her sewing needles, I've got a needle of my own."

- Arya Stark

Needle is a thin sword wielded by Arya Stark. It was given to her by Jon Snow, who had it made by Mikken, the blacksmith of Winterfell. The sword is well suited to Arya's slight build, which prevents her from fighting in the style of large male Westerosi knights, who employ powerful slashing moves and strong blocks using a heavy sword. Instead, Arya and Needle are much better suited to the "Water Dance" style of fencing popular in Braavos and other Free Cities, which emphasizes speed and agility with a thin, light rapier used in quick thrusting attacks.

Season 1
Jon Snow gets the sword from Mikken as Ser Jaime Lannister comes up to taunt him about him joining the Night's Watch. Later, Jon gives the sword to Arya while she prepares her luggage for her journey to King's Landing with her father, and he is going to the Wall with his uncle Benjen. He says it is skinny like her and gives her the advice of "stick them with the pointy end". She gives the sword its name as a reference to how Sansa has always been better at needlework. "Sansa can keep her sewing needles; I've got a needle of my own."

After a fight with Sansa, her father Lord Eddard Stark comes in to talk to Arya who is practicing with Needle. Realizing that even if he commands her not to she is determined to learn on her own, her father decides that he might as well provide her with formal instruction. He hires a Braavosi master swordsman, Syrio Forel, to train her in the Water Dance, the Braavosi swordfighting style.

While Eddard was arrested, Needle had been packed in the luggage in the stable in preparation for Sansa and Arya to take a ship back to Winterfell. Arya goes there to find that the Stark men are dead, but Needle is still in the bottom of her trunk. As she is retrieving it a Stableboy tries to stop her and as they struggle she runs him through with her sword. Horrified, Arya takes Needle with her and flees the Red Keep.

She still has the sword with her as she lives on the streets of the city catching pigeons. When she sees her father about to be executed at the Great Sept of Baelor, she tries to draw her sword and rush to his side, but is stopped by Yoren, a Night's Watch recruiter that had earlier encountered Arya and her father. After Eddard is executed, Yoren takes Arya - disguised as a boy named "Arry" - heading back north with his recruits, intending to take her to the safety of Winterfell.

Arya threatens one of the recruits, Hot Pie, when he tries to take Needle, noting that she's already killed one fat boy with it.

Season 2
Having reached the the Riverlands, Yoren's group of recruits is attacked by Lannister forces working with the Gold Cloaks. Yoren himself is killed and the recruits captured and taken to Harrenhal. Polliver, a man-at-arms serving under Ser Amory Lorch takes Needle from Arya.

In the books
In the A Song of Ice and Fire novels, Needle is a sword that was forged by the armorer at Winterfell as a gift from Jon Snow to his half-sister, Arya. The first night after her escape from the Red Keep, Arya has everything stolen from her except Needle. Fortunately she was sleeping on it or she would have lost it too. During her time in Flea Bottom, she was careful to keep the sword hidden, as it would have caused everyone to question her having it.