#myrcella.

“A royal wheelhouse is no place for a wolf,” Sansa said. “And Princess Myrcella is afraid of them, you know that.“

"Myrcella is a little baby.” Arya grabbed Nymeria around her neck, but the moment she pulled out the brush again the direwolf wriggled free and bounded off. Frustrated, Arya threw down the brush. “Bad wolf!” she shouted.

“I’ve never seen an aurochs,” Sansa said, feeding a piece of bacon to Lady under the table. The direwolf took it from her hand, as delicate as a queen.

Both those passages are from Sansa’s first chapter in A Game Of Thrones. They appear in reverse order, in fact, but what matters here is the first one. Sansa and Arya are talking about traveling in the royal wheelhouse with the queen (and her younger children). When Arya protests about not even being able to bring Nymeria, Sansa argues a royal wheelhouse is no place for a wolf (which it isn’t, both because of the people there that would not welcome it and because the wolves themselves likely wouldn’t be comfortable confined there).

Her following words, however, are about Myrcella, claiming the princess is afraid of them. In the first book, we see very little of Myrcella. She isn’t an important character in any of the storylines, and barely appears — we see her in Winterfell, most notably when she is sewing with the Stark girls, but also in the feast and when the Lannisters are having breakfast and talking about Bran’s fall. It is valid to consider, because of this, that GRRM perhaps paid no mind to how he wrote her here when writing her in Dorne (both when she is leaving home and when she is in fact there).

In those later appearances, Myrcella’s bravery is remarked on quite often.

To be sure, her smile was a shade tremulous when her brothers took their leave of her on the deck of the Seaswift, but the girl knew the proper words to say, and she said them with courage and dignity.

The truth was, the princess was braver than her brother, and brighter and more confident as well. Her wits were quicker, her courtesies more polished. Nothing ever daunted her, not even Joffrey.

She has heard them in the streets as well, shouting out for vengeance. She knew this was no game. The girl is brave, and wise beyond her years. She did all I asked of her, and never asked a question.

… until he speaks with Myrcella. Or must that brave child suffer a tragic accident as well?

And that is without adding Myrcella’s own actions and manners in front of the situations she’s in. Now, a girl who is associated with courage and bravery by Tyrion, ser Arys and prince Doran doesn’t quite fit with Arya’s words and the idea of her being easily scared.

The second quote from Sansa’s chapter is here because I don’t know for sure how large the direwolves were at this point — but my guess is around a common dog’s size, considering Sansa is feeding Lady under the table, and Septa Mordane does refer to the wolf as a dog. This is relevant because were they already huge as they grow to be, I might see why Myrcella would be afraid (even then, if she was, she wouldn’t have shown it unless she had the same reasoning I believe she had in saying she was afraid, but I’ll get there). This also takes place before Nymeria attacks Joffrey. At this point, the direwolves hadn’t shown themselves to be threatening in front of people, and they were the size of an average dog — a brave girl would have no reason to fear them, especially when she had little to no actual interaction with the wolves.

As said before, this might simply be GRRM not paying attention or changing characterization as the story evolved, but I have a headcanon for it that makes Sansa’s and Arya’s impressions valid, while not meaning a change of personality. Myrcella wasn’t the only one in the wheelhouse, her little brother was there as well. In fact, in most of the scenes she appears in before going to Dorne, Myrcella is with Tommen. They are quite close, and he is devastated when she leaves.

He is a crown prince, though, and Westeros is a prejudiced society. As a boy, Tommen is expected to be brave — if Myrcella, a girl, is called “a baby” for being supposedly afraid of the wolves, to Tommen that would be much worse. From what we know of him, though, he is much more likely to fear them than Myrcella is. They are very close, as I’ve said before, and Myrcella is protective of him (”We’re supposed to be childish” is a quote she says intervening on behalf of Tommen; when he’s jousting against the strawmen and falls, she is the first to run to him; when she’s leaving to Dorne, she comforts him instead of it being the other way around).