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Before the first Letter, did Jon think Arya was truly dead?


a black swan

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Hmm.

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[Jon] remembered suddenly how he used to muss Arya’s hair. His little stick of a sister. He wondered how she was faring. It made him a little sad to think that he might never muss her hair again. (Jon, A Clash of Kings) 

Yet later he thinks she died at KL...

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 “Moat Cailin is taken. The flayed corpses of the ironmen have been nailed to posts along the kingsroad. Roose Bolton summons all leal lords to Barrowton, to affirm their loyalty to the Iron Throne and celebrate his son’s wedding to…” His heart seemed to stop for a moment. No, that is not possible. She died in King’s Landing, with Father.(Jon, A Dance with Dragons)

 

What's going on?

 

 

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Robb thought Arya was dead, too.   With Jon-O I have to keep in mind that news travels slowly.  That jerk Janos Slynt probably told someone at the Wall that Arya was dead, according to all the rumors.   It wouldn't do to have her disappear right out from under Cersei now would it?  At the very least this rumor has reached Jon and there has been no further news of his little sister.   

Man this is a depressing story, isn't it. 

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Only a handful of people know Arya survived, and of those people, none have spread word of her survival. At the time of the first quote, Cersei was acting as though she held both Sansa and Arya. By the time of Ramsay's letter, she has been missing for so long with no hint of her survival, it would be seemingly foolish to the point of being delusional to think she was still alive. 

Also, Jon needed to accept all his siblings were beyond his help in order to prevent him from breaking his vows to go assist them. 

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I think it's a case of cognitive dissonance.

In the general situation as it is (she's MIA), it doesn't harm if he thinks of her as being alive, somewhere. It doesn't matter anyway, it's not like they would be meeting anytime soon, or at all.

But when the letter arives, he has to deal with the information that she is indeed alive, relatively very close geographically and in a dire situation, which is conflicting with the very low propability of this being true (going by previous knowledge of her whereabouts). There is hope there (that she's alive), trying to keep expectations low (but she's dead, most likely), and trying to not let this information affect him (she's dead alright, there's nothing new I need to deal with).

That's my take, anyway.

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My take on it is that in the first quote he's still holding on to the hope that she's alive (maybe call this the denial stage), but after enough time elapses with no news of her he finally accepts that she died in KL (which, to be fair, is a pretty likely possibility). Then the letter arrives and challenges this new belief.

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39 minutes ago, Greywater-Watch said:

Instant thoughts. Where is the problem?

Consistency? As others have explained, perhaps Jon held on to hope that Arya was still alive but in Dance, after reading the first letter, we see that he accepted her death. With so many parallels in their story, I would expect Arya going through a similar situation where she is faced with the news of Jon's "death". Her reaction being similar in her breaking away from the FM. 

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I'm actually curious where Jon got the idea that "...she died at King's Landing, with Father." Unless it was as @Curled Finger suggested, that Slynt brought that rumor to the wall, I can't recall any messages coming to Jon that would indicate Arya was dead at all, much less that she died at the time Cersei attacked the Starks (as in, I seriously can't recall them; am I forgetting something obvious? Help?).

Following Joffrey's ascent, all his potential enemies are summoned to KL to swear fealty (or to "swear fealty"), including Arya:

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The names he read made Sansa hold her breath. Lord Stannis Baratheon, his lady wife, his daughter. Lord Renly Baratheon. Both Lord Royces and their sons. Ser Loras Tyrell. Lord Mace Tyrell, his brothers, uncles, sons. The red priest, Thoros of Myr. Lord Beric Dondarrion. Lady Lysa Arryn and her son, the little Lord Robert. Lord Hoster Tully, his brother Ser Brynden, his son Ser Edmure. Lord Jason Mallister. Lord Bryce Caron of the Marches. Lord Tytos Blackwood. Lord Walder Frey and his heir Ser Stevron. Lord Karyl Vance. Lord Jonos Bracken. Lady Shella Whent. Doran Martell, Prince of Dorne, and all his sons. So many, she thought as Pycelle read on and on, it will take a whole flock of ravens to send out these commands.

And at the end, near last, came the names Sansa had been dreading. Lady Catelyn Stark. Robb Stark. Brandon Stark, Rickon Stark, Arya Stark. Sansa stifled a gasp. Arya. They wanted Arya to present herself and swear an oath … it must mean her sister had fled on the galley, she must be safe at Winterfell by now …
GOT, Sansa V

So at whatever point that filtered to the Wall (presumably it would have, since this was a royal summons that included practically everyone who wasn't already sworn to the Lannisters, and pretty big news; they seemed to get the pretty big news at the Wall sooner or later), it would make some sense for Jon to suppose she was alive, whereabouts unknown. Cersei apparently just glossed right over that without explanation when she implied that they had Arya after all, and we never hear any details about how "she" was "found" for Tywin to give her to Roose Bolton for Ramsay, but still, in all this, whatever news of her came to the Wall from KL, if any did, would have suggested that she was alive.

Robb and Catelyn eventually think she must be dead, but unless there some communication from Robb to Jon, or maybe from Maester Luwin, to that effect, where would Jon even get that idea?

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