Needle is a small, slender sword that Jon Snow had made by Mikken for Arya Stark before he went away to the Night's Watch. The sword is suitable to Arya's slight build and the style of fencing known as "water dancing" used by the bravos of Braavos. Arya named it Needle as an ironic reference to her hatred of needlework. She sometimes refers to her use of the sword as needlework. Eventually, Needle also comes to represent her previous life at Winterfell and symbolizes the happy childhood with her family, which she still yearns for. 
A Game of Thrones
A Clash of Kings
While travelling North, Arya continually practices at swordplay. She loses the sword to Polliver when she is captured by Gregor Clegane's men in the Riverlands. This theft earns Arya's fierce enmity, thus she adds him to her prayer kill list.
A Storm of Swords
Arya arrives at the Inn on the Crossroads in the custody of Sandor Clegane. There she spots Polliver carrying Needle, accompanied by the Tickler. Arya and the Hound cross these two names off her list, and Arya retrieves her sword.
A Feast for Crows
When Arya had to give up all her possessions to train to become a servant of the Many-Faced God she could not bring herself to give up Needle, so she hid the sword in a crack in the stairs leading to the House of Black and White.
|“||Stick 'em with the pointy end. ||”|
– Jon Snow's advice after giving Needle to Arya
|“||Needle was Robb and Bran and Rickon, her mother and her father, even Sansa. Needle was Winterfell's grey walls, and the laughter of its people. Needle was the summer snows, Old Nan's stories, the heart tree with its red leaves and scary face, the warm earthy smell of the glass gardens, the sound of the north wind rattling the shutters of her room. Needle was Jon Snow's smile. He used to muss my hair and call me 'little sister' , she remembered, and suddenly there were tears in her eyes.||”|
– Arya's thoughts on Needle