Ever since Game of Thrones started to air on HBO, fans have been wondering who will be the promised prince or princess. There were earlier theories that Jon Snow is Azor Ahai but Game of Thrones season 8 episode 3's ending proved that Arya Stark is Azor Ahai.
Major spoilers for Game of Thrones season 8 episode 3:
In the earlier released Battle of Winterfell episode, we saw several heart-wrenching moments. In the end, we see Arya Stark using her Valyrian steel knife to kill Night King. By stabbing Night King and breaking him down like a glass, Arya proved that she is the promised princess all along.
Game of Thrones fans knows about an old prophecy that a legendary warrior will fight off the night and bring peace to the land. It was long assumed that Jon Snow is the Promised Prince who will use his Valyrian steel sword to kill Night King and restore peace but that did not happen.
It was also assumed that Daenerys Targaryen is going to be the Promised Princess. She had three dragons at one point and was the true heir to the throne (it was before we knew about Jon Snow's parentage). There were several predictions that Jaime Lannister or Samwell Tarly can be Azor Ahai.
In all these, it was Melisandre who believed that Stannis Baratheon was the Promised Prince. But in season 3 of Game of Thrones, when Melisandre and Arya Stark crossed each other's path, they had a conversation. The Red Priestess told Arya that she would kill Brown eyes, blue eyes, green eyes — eyes sealed shut forever. The Blue Eyes are the literal meaning of killing the white walkers.
When Melisandre reminded Arya about her true purpose, we see her killing the Night King with one swift motion. The use of Valyrian steel also favoured her and it looks like Melisandre knew from a long time that Arya is Azor Ahai.
At the same time, many fans would contradict this theory and point out that Arya was not born under a bleeding star. At the game time, she has not sacrificed anyone close to her to take possession of Azor Ahai's sword. But one should not forget for a moment that Arya literally sacrificed herself in order to become the "no one."
Arya Stark will be back as Azor Ahai in Game of Thrones season 8 episode 4.