Ned Stark's daughter, Arya first talks to the Braavosi actress, Lady Crane about her desire to see the west of Westeros in Game of Thrones season 6, episode 8 "No One." Two seasons later, at the end of Game of Thrones season 8, episode 6, "The Iron Throne," Arya acts on her desire and sets sail on the Sunset Sea. Her siblings, Jon, Sansa, and Bran are slightly taken aback when she announces she's going to explore the region that hasn't been mapped. They do not have a slight clue about the west of the continent of Westeros due to insufficient knowledge and the fact that no explorer has returned alive from the vast unexplored ocean.
Regardless, Arya had already made her decision not to return to the North. Arya's role in Game of Thrones' Great War between the living and the army of the dead was over, and she had little interest in the politics of the newly independent North. In the Game of Thrones finale, Arya undertook the journey on a House Stark ship with a crew and her essentials included her needle, her Valyrian steel dagger, an incomplete map, and a telescope. Arya however isn't the first person who dared to explore the unexplored. As it turns out, author George R.R. Martin makes mention of other people who set sail on the vast, unexplored ocean to the west of Westeros.
West Of Westeros Is Where All The Maps Stop
In the Game of Thrones finale, Arya set sail on a Stark ship. The maps dictate that after passing the Iron Islands, she must have reached the smallest of the eight major Iron Islands, i.e. Lonely Light which is the seat of the most isolated noble House in Westeros, the Farwynds. The Lonely Light lies in the Sunset Sea and is the westernmost location in the Known World, followed by the islands, Aegon, Rhaenys, and Visenya. The latter islands are the most westerly lands (even farther west to Lonely Light) to be ever discovered in the Know World. They are named after Aegon and his sister-wives, Rhaenys and Visenya who ruled over the unified Seven Kingdoms.
Thousands of years before Aegon's Conquest of the Seven Kingdoms, one of Game of Thrones' Arya's ancestors, a King in the North named Brandon Stark and his fleet dared to sail across the Sunset Sea in the hopes of finding new lands. King Brandon as a matter of fact was also called Brandon the Shipwright for his love of the sea. Sadly, he was never heard of again and his tomb in the crypts of Winterfell is empty. His seat in the North went to his son, Brandon the Burner who gets the name "Burner" from torching his father's ships in grief.
Aegon's youngest sister-wife, Queen Rhaenys Targaryen planned to fly across the Sunset Sea on her dragon, Meraxes. Unfortunately for her, she was killed in the First Dornish War and her desire remained unfilled. While the Sunset Sea is a dangerous area, a noblewoman outshone both King Brandon Stark and Rhaenys Targaryen in her adventures. Her name is Elissa Farman, and she was the daughter of Lord Marq Farman of the Fair Isle, an Island that lies off the Westerlands by the Sunset Sea. Her story is filled with thrill, and her spirit mirrors Game of Thrones' Arya Stark in many ways.
The Adventures of Elissa Farman
Elissa Farman was quite like Arya Stark (played by Maisie Williams) in her demeanor. She had a quick wit and a sharp tongue. She was also high-spirited and adventurous. She spent her childhood on the sea and by twenty she'd made it North to Bear Island and far south to the Arbor. Elissa was betrothed twice, but she managed to scare off both her suitors. She dreamed of sailing across the Sunset Sea and finding new land beyond it. In 56 AC, Elissa set sail from Oldtown toward the west of Westeros on her ship, Sun Chaser. She and her crew successfully found three uninhabited islands and named them after the Targaryen conquerors, Aegon, Rhaenys, and Visenya.
Ellisa continued sailing continued westward on but was never seen again. Years later, Lord Corlys Velaryon during his second great voyage believed he spotted a weathered Sun Chaser in Asshai, leading to the possible conclusion that the noblewoman, Elissa reached Essos by sailing west from Westeros. Arya's arc on Game of Thrones was full of thrill and adventure just like she always wanted. In the end, Arya Stark once again broke away from the prevalent social norm and marched to the beat of her own drum.