"She's as wild as that animal of hers." --Cersei (TV show)
"Ah, Arya. You have a wildness in you, child. The 'wolf blood,' my father used to call it. Lyanna had a touch of it, and my brother Brandon more than a touch. It brought them both to an early grave. Lyanna might have carried a sword, if my lord father had allowed it. You remind me of her sometimes. You even look like her." --Eddard Stark to Arya (Book)

I would have loved to see more of Nymeria and the link between Arya and the direwolf!