Winterfell was not the place Nymeria remembered.
Winterfell in her mind was all old towers and houses, and full of laughter and life. Winterfell in her mind was Mikken smacking metals at his forge, the smell of delicious food being cooked by Gage, the voice of Old Nan telling stories, the laughter of Arya and Jon, Bran climbing towers regularly, Rickon shouting fun while playing, the simpleminded stableboy called Hodor, and so much more.
Winterfell in front of her was burnt and a shell. Winterfell in front of her was white with snow, and all the towers had crumbled. No laughter came out of the castle, neither life. Nothing was there.
King Stannis stood with Jon, to the north of the burnt shell. "Here is your castle, Lord Snow," said Stannis. "I told you, I would either conquer it, or die."
"I am grateful for that." said Jon. Nymeria could see the grief in his eyes.
"As you should. Now, let's get Queen Selyse and Melisandre settled."
Melisandre had avoided Jon the whole time of the travel, but still Nymeria had no doubt that they had bad blood between them. Jon was glad to have Melisandre out of his way, and even gladder to have Selyse out.
But everyone would miss little Shireen. The princess was dear to them all, however ugly she might be. She was clever, sweet, and all the qualities a good girl could have.
The day they had left from the wall, Shireen had crept out without warning to the giant Wun Wun. Jon, Nymeria, Ghost and some other people had found her there singing to the giant.
Also, Nymeria had realized that the stone faced singing girl that she had seen in her visions was Shireen. Shireen Baratheon, daughter of Stannis Baratheon.
Now at this time, she was also singing that little song. Nymeria personally loved that song, but she didn't know why. Maybe because of the beautiful sad lyrics, or because of the princess's beautiful voice.
"I will have these quarters for myself," said Stannis. "You can give the other one to the right to the queen. Melisandre I will have to my left."
In the middle he lies, thought Nymeria.
After the quarters had been decided, they went down to meet the hostages. Ramsay and Roose Bolton sat as quiet as shadows. Jon decided to behead them for their treason towards the Starks, who were their liege lord. Stannis obliged.
Later Nymeria went to the godswood to see the spot where she used to pray with Arya. She saw that the weirwood was unharmed, but it was white with snow.
She prayed.
When she was finished, she could hear something strange. Direwolf, the weirwood seemed to say. Nymeria, it said again. Then it said, Bran.
Nymeria was shocked. Bran was long dead, murdered along with Rickon by that turncloak Theon Greyjoy.
That night Nymeria told everything to Tysha, who passed on the information to Jon and Stannis the next day. Jon was concerned, but Stannis was not. "Where do we go next?" said Shireen, who had accompanied her father.
"We are going to the Vale, sweetling," said Jon.
"Lady Lannister does not concern me." said Stannis. Lady Lannister was his name for Sansa.
"I will go from Winterfell round the kingsroad, and free Riverrun. I hope to find the Blackfish there, so I can ally with him." said Stannis.
"And leave Winterfell undefended? A most unwise choice, my lord," said Jon.
Stannis grit his teeth. "I will leave a small force under Anguy and Ned to defend Winterfell."
"But we would take them to the Vale!" protested Tysha.
"Do not question me, peasant. Peasants do not question kings. They beg." said Stannis.
Jon sighed. "As you wish, then."
"Father, can I go with Jon and Nym and Ghost to the Vale?" said Shireen.
"No." said Stannis firmly. "You are my royal successor. You must not be harmed."
"But, Father, I want to go!" said Shireen. At that moment, Nymeria could swear she saw a smile on Stannis's face.
"You will stay. And that's all," Stannis concluded.
The next day, Jon, Ghost, Nymeria and Tysha left. But, as they were leaving, a shadow detached itself and followed them.