Ned Dayne calls Arya ‘My lady’
Often Arya likes to deny she is a lady (adjective) or being called a Lady or m’lady (nouns) but, people often quote it without noting the context in which she protests this.
Sometimes she feels inadequate in comparison to ‘real’ ladies and thus not ladylike enough, it is the adjective use of the word she is objecting to.
Arya looked down at her ragged clothes and bare feet, all cracked and callused. She saw the dirt under her nails, the scabs on her elbows, the scratches on her hands. Septa Mordane wouldn’t even know me, I bet. Sansa might, but she’d pretend not to. “My mother’s a lady, and my sister, but I never was.” [ACOK - Arya V]
Sometimes it is in frustration in being forced into a role she doesn’t feel she can live up to, and resents being constantly found lacking. Again the adjective use, as she doesn’t want to made into one.
“That’s enough.” Her father’s voice was curt and hard. “The septa is doing no more than is her duty, though gods know you have made it a struggle for the poor woman. Your mother and I have charged her with the impossible task of making you a lady.”
“I don’t want to be a lady!” Arya flared. [AGOT - Arya II]
Sometimes it is to encourage herself, to give herself strength - which she never learned to associated with the word ‘lady.’
I’m not a lady, Arya wanted to tell her, I’m a wolf. [ASOS - Arya IV]
A common societal belief in Westeros of ladies being weaker, less capable or important, which is another reason she bulks against wanting to be seen this way.
“The woman is important too!” Arya protested. [AGOT - Arya I]
And how she feels when she is defeated and made to feel weak.
“Yes.” That he was not Robb’s man, she understood well enough. And that she was his captive. I could have stayed with Hot Pie. We could have taken the little boat and sailed it up to Riverrun. She had been better off as Squab. No one would take Squab captive, or Nan, or Weasel, or Arry the orphan boy. I was a wolf, she thought, but now I’m just some stupid little lady again. [ASOS - Arya III]
Sometimes it is because she doesn’t want to be elevated above others, like Gendry. Feeling like it is a separator (which it is) between herself and others that she likes as friends. She doesn’t like to acknowledge the difference, perhaps something she learned observing Jon and not wanting to make him or others feels less than, like he must have felt at times - I’m sure she would have notice that.
“Would m'lady permit? Could I shoe your horses for you, and make swords for your lordly brothers?”
Sometimes he made her so angry. “You stop that!”
But then, you get this conversation in ASOS - Arya VIII between Ned Dayne and Arya that (to me) informs the reader on how Arya thinks about being called a lady in normal interactions.
No judgements, no mockery, no criticism, just two people having a polite conversation.
“My lady?” Ned said at last. “You have a baseborn brother … Jon Snow?”
“He’s with the Night’s Watch on the Wall.” Maybe I should go to the Wall instead of Riverrun. Jon wouldn’t care who I killed or whether I brushed my hair … “Jon looks like me, even though he’s bastard-born. He used to muss my hair and call me ‘little sister.’” Arya missed Jon most of all. Just saying his name made her sad. “How do you know about Jon?”
Arya just meet Ned, she doesn’t consider him a friend or anything, he is politely making conversation (about her favorite topic Jon, can’t hurt) and she never bulks at being called a lady by him. Even when Gendry mocks them for it.
“You have a House?” That was stupid; he was a squire, of course he had a House. “Who are you?”
“My lady?” Ned looked embarrassed. “I’m Edric Dayne, the … the Lord of Starfall.”
Behind them, Gendry groaned. “Lords and ladies,” he proclaimed in a disgusted tone. Arya plucked a withered crabapple off a passing branch and whipped it at him, bouncing it off his thick bull head. “Ow,” he said. “That hurt.” He felt the skin above his eye. “What kind of lady throws crabapples at people?”
“The bad kind,” said Arya, suddenly contrite. She turned back to Ned. “I’m sorry I didn’t know who you were. My lord.”
“The fault is mine, my lady.” He was very polite.
Not only does she never bulk at being called a lady numerous times, she even calls him ‘My lord’ in kind. She was taught correct noble etiquette, she knows how to act in a polite conversation and reacts accordingly.
In fact, the Brotherhood in general call her ‘my lady’ quite often, and she doesn’t respond negatively to it. She knows they know who she is and takes it as a matter of course most of the time, probably used to the people about Winterfell calling her ‘my lady’ all the time, again in normal interactions where she isn’t being judged.
Anyway, I always thought this little interaction with Ned was enlightening, but I never see people comment on it or use it as a reference. But, it is one of the few times in the series when Arya is dealing with someone with a title having a normal conversation and she has no problems defaulting to polite speech.