What could have been: In the first episode, Arya is visited by Jaqen H’ghar who gives her poison to kill Cersei. She goes to King’s Landing with House. In episode 5, Arya kills Cersei. In the end, she and her wolf sail to Essos.
What actually happened: She kills the Night King after she somehow gets past the entire army of the dead and jumps out of nowhere. In the end, she starts traveling to the new lands.