Fans say that there are too many coincidences to not think so. Both characters are from Braavos, serve the God of Death, and are very experienced with a sword. They both were Arya’s teachers and refer to her in the third person. The creators of the show didn’t show us the scene of Syrio’s death, and what Game of Thrones taught us is that if we haven’t seen someone actually die, then we have a reason to doubt it.

Another thing is the way Jaqen appeared in the show. He was being transported to The Night’s Watch from King’s Landing on the first trip from there after the assault. Fans doubt that a man like Jaqen could got easily captured and claim that it was Syrio Forel, who actually planned to get caught, so he could watch over Arya and make her safe on her trip from King’s Landing.