"I like the idea of a name you choose. I suppose it might be more appropriate than the name you're given, if you have a chance to make it your own." Sansa has no idea what name she'd choose for herself. After having been Alayne at the Eyrie, she has a great appreciation for her name.

She's been a Lannister and a Bolton, yes, but she wants to be a Stark. She'll always be a Stark.