The exact workings of the face magic in Game of Thrones is still a mystery.
How exactly does wearing someone's face-skin like a mask make you look and talk exactly like them? Is there some process the masks have to go through for it to work? Do they have to be cut off in a specific way?
In the end, it really doesn't matter. The face magic is cool, and it lets Arya Stark (and all assassins of the Many-Faced God) murder her enemies in cool and satisfying ways.
It also creeps the hell out of Sansa.
Understandably, Sansa is a little unnerved when she finds out her baby sister keeps a bag full of men's faces. But who were those men that Sansa pulled out of Arya's bag? This one was pretty obvious.
That's Walder Frey. It shouldn't come as a surprise that Arya is carrying his face around. We saw her use it during the first episode of this season when she poisoned the rest of the Frey clan.
How useful is it to her now? Probably not as much. She likely keeps it around as a reminder of one of her coolest kills.
The real question on everyone's mind, though: Who's was the first face that Sansa found in the bag?
That's the subject of some debate. It could be one of Walder Frey's sons, as we know she killed them before she slashed their father's throat. (She also baked them into a pie, which she tricked Walder into eating. Don't mess with Arya Stark.) It could also be some random face she took from the House of Black and White, but it doesn't seem likely that
The most prominent theory is it's the face of Meryn Trant, who was one of the first names Arya crossed off her list. He certainly has the beard for it, though that face looks a little smoother than Meryn's did when he was alive. His eyes are also intact, which is not how we last saw them.
Still, it's entirely possible this is what a Meryn Trant mask looks like when it's not being worn. Who's to say what the mask looks like after Arya puts it on? Also, if Arya keeps a mask of Walder Frey in her bag, it would make sense for her to carry Meryn's face as well.
The other question is, where is this all going? Something tells me we haven't seen the last of Arya wearing men's faces, and there's a reason she handed the knife to Sansa at the end of the scene. Perhaps she was reminding Sansa of their common enemy.
Remember who gave Bran that dagger in the first place. Could the next face Arya wears be Littlefingers? Sure that would be great. For now, we'll have to wait and see.