The boy who approaches Arya says that Ned is dead, though at this point the reader only knows that Ned has been arrested. That suggests that either Ned is in fact dead, the boy is lying, or that now that Ned has been taken into Lannister custody, he’s as good as dead. Arya finds herself in her own life-or-death situation after her father Ned has played (and apparently lost) the “game of thrones.” This reinforces the far-reaching consequences of playing that game.