Nymeria is a direwolf bound to Arya Stark. She was found in the snow with her littermates and dead mother by Eddard Stark and the children of House Stark, who consequently brought the puppies home with them. Each Stark child adopted one of the puppies, which is how Arya ended up with Nymeria. Nymeria is named after the warrior-queen of Rhoynar responsible for bringing thousands of refugees from her country to Dorne to avoid their slaughter. She then went on to ally with the existing Dornish leadership to unify the country.
Arya raises Nymeria very closely from a young age, even allowing her to sleep at the feet of her bed. Nymeria accompanies Arya everywhere, and is fiercely loyal and protective. She also has a strong dislike of men, but she does not fear them at all. Nymeria comes with Arya on the journey to King’s Landing.
One day Joffrey Baratheon and Sansa stumble upon Arya while she is playfighting with her friend Micah by the Trident, using wooden swords. Joffrey decides to disrupt their fun by challening Micah to a fight, and ends up hurting Micah during the altercation. He doesn’t let up, so Arya jumps in and hits him with her own stick. This causes him to attack her, and Nymeria jumps to protect Arya by biting Joffrey’s arm. Arya calls Nymeria off and allows Joffrey to escape.
Arya and Micah are greatly afraid for Nymeria’s safety, so they are forced to drive her away from them with rocks. Nymeria is very hesistant, but she eventually leaves them. After hearing about the attack on Joffrey, Queen Cersei sentences Nymeria to death but is unable to find the direwolf. She executes Sansa’s direwolf Lady instead.
After being driven away from Arya, Nymeria begins to wander the woods. She has been released in a heavily wooded area with plenty of deer to eat, so her safety and well-being is intact. Nymeria’s strong personality and lack of fear of men draws other wolves to her, and she ends up leading a pack that gains some renown amongst men.
Arya continues to share a special bond with Nymeria, bolstered by the rumors of the wolfpack. Nymeria helps Arya find Catelyn Stark’s dead body floating in the river. Arya consistently dreams about Nymeria, often seeing things in the dreams through Nymeria’s eyes. Thus, she knows when prey in the lands where Nymeria lives being to become scarce. Nymeria and her pack resort to killing and eating men, but no one is able to capture or kill them. They continue to run wild.