After eight seasons of buildup, the threat of the Night King and his White Walkers on Game of Thrones is over thanks to the timely intervention of Arya Stark and her Valyrian steel dagger. While both Arya and the White Walkers made their debut in the first episode of the series, the dagger itself goes back nearly as far, first appearing in the second episode, “The Kingsroad.” A catspaw assassin uses the dagger in an attempt to take out the comatose Bran Stark, and it’s only grown in importance since.
It’s been a long journey for the Valyrian steel dagger since then, with the blade receiving as much screentime as some fan-favorite Game of Thrones characters. On its way from Winterfell and back again, the dagger has passed through many hands and has been used in a handful of violent encounters, culminating in Arya Stark saying “not today” to the embodiment of death and ending the Long Night once and for all.
Game of Thrones' dagger of destiny doesn’t have a name - it seems such monikers are saved for swords in Westeros - but the substance it is made of certainly does. The dagger is made of Valyrian steel encased in a dragonbone hilt, and that means it comes from the ancient home of the Targaryens and other dragonlords like them: Valyria.
Valyria was once the capital city of a great empire of dragonlords, but it was destroyed hundreds of years before the events of A Song of Ice and Fire in an unspecified disaster known as the "Doom of Valyria.” Having emigrated to Westeros a generation before, the Targaryens were the only family of dragon-riders to survive. Thus, the secrets of Old Valyria - including the methods of forging Valyrian steel - have been lost for centuries. This makes the unnamed Valyrian steel dagger a rare and conspicuous item.
The Valyrian steel dagger first appears in the second episode of Game of Thrones, “The Kingsroad.” It shows up in the hands of an anonymous catspaw assassin sent to kill Bran Stark while he lies in a coma at Winterfell. Luckily, the assassination attepmt is foiled by the timely intervention of Catelyn Stark and Bran’s direwolf, Summer.
In the struggle to save her son’s life, Catelyn sustains deep cuts from the dagger. The metaphorical damage it would cause soon dwarfs any physical wounds. With the dagger now in Catelyn’s possession, the central conflict of Game of Thrones erupts in earnest.
Troubled by the attempt on her son’s life soon after the royal party's departure from Winterfell, Catelyn Stark sets off to King’s Landing to do some digging. She brings the dagger to the attention of her husband Ned, but when he’s unable to help, she turns to the chief intelligence operatives of the Seven Kingdoms.
Varys identifies the blade by its Valyrian origins, but can’t speak to its more recent history. A childhood friend of Catelyn’s, however, has plenty to say about it - though it’s always questionable how much Petyr Baelish can be trusted.
The man known as Littlefinger tells Catelyn Stark in the Season 1 episode “Lord Snow” that he knows exactly where the Valyrian steel dagger in question came from - because it used to be his. Petyr Baelish also tells her he lost the dagger in a bet to Tyrion Lannister, making the youngest Lannister sibling look like the prime suspect in the attempt on Bran's life.
Specifically, Littlefinger claims he lost the dagger by betting on Jaime Lannister to win in a tourney match. Unbeknownst to Catelyn, that claim doesn’t track with Tyrion’s gambling habits. Tyrion insists he never bets against his own family, but by the time Catelyn hears that argument it’s far too late - the wheels of fate are already in motion.