With help from showrunners David Benioff and D.B. Weiss, we now know that the direwolf in last night’s episode was indeed Nymeria. During last night's "Inside The Episode" clip, which aired immediately after "Stormborn" ended, Weiss explains that "That's not you" is a direct reference to something Arya said in a season 1 scene. In this scene, Ned Stark is speaking to his youngest daughter about her future as the lady of the castle. She responses to that prospect with, "That's not me." According to Weiss, "Arya’s not domesticated, and it makes total sense her wolf wouldn’t be either. Once the wolf walks away, at first she’s heartbroken to have come this close. Then she realizes the wolf is doing exactly what she would do if she were that wolf."