Not only will you find SPOILERS for everything up to the sixth episode of Season 7 here, but you could potentially find some spoilers for events yet to come. Consider it a woods witch's warning.
Littlefinger's Valryian steel dagger, also known as the Catspaw Dagger, has certainly made the rounds. As far as we know, Littlefinger had it first, then Robert Baratheon, then an assassin (or "catspaw"), then Catelyn Stark, Ned Stark, Littlefinger again, Bran Stark, Arya Stark, and finally Sansa Stark. Yeesh.
Now, Littlefinger is a puppet master, one of the best players in the game of thrones, but he has one weakness in the Stark women. More specifically, Catelyn Stark—and, after Catelyn's death, Sansa. Although it seems Littlefinger always manages to come out on top, he's made one dire mistake: he taught Sansa how to play the game.
Whatever Littlefinger's longterm plan may be is irrelevant, because Sansa will kill Littlefinger, and she's going to do it with his dagger. Poetic justice is a dish best served cold as icy steel. So what exactly led us to this point, and what clues have we been given to reach this conclusion? Read on to be persuaded by an in-depth critical analysis.
Thrones fans were introduced to the Catspaw Dagger very, very early—in the second episode of the series, in fact. Recap: Bran spied on the Lannister twins "wrestling," Jaime pushed him out the window, and the fallen Starkling went into a coma, paralyzed. In "The Kingsroad," a witless assassin tried to sneak in and kill Bran, but his mother, Catelyn, was in the room. After a struggle, Bran's direwolf Summer ripped out the would-be assassin's throat.
The dagger intended to kill Bran was a rare Valyrian steel blade with a dragonbone hilt. Given its remarkable nature, Catelyn decided to take it to King's Landing and show it to Ned, who could perhaps determine its origins.Also, for clarity, the blade is called the "Catspaw Dagger" because a catspaw is an assassin. Unlike Longclaw, Oathbringer, or even Needle, this dagger has no official name (as far as we know).
The Catspaw Dagger is Valyrian steel with a dragonbone hilt. This combination is not super common. In fact, the very same dagger appeared in an ancient text Sam was reading at the Citadel, pictured above. While the book doesn't explicitly say this dagger originally belonged to the Targaryens, it discusses this type of rare weapon, mentioning that Aegon and his descendants popularized such models among the wealthier families.
The implication, of course, is that this particular dagger could have belonged to the Targaryens. Hopefully, it didn't belong to Rhaegar—the most likely candidate to be Azor Ahai—because that would make this dagger Lightbringer, the magical blade destined to defeat the White Walkers... and that would just confuse the seven hells out of everything.
When Catelyn brought the dagger to King's Landing, Littlefinger claimed it belonged to Tyrion. This was all the motivation the vengeful mother needed to kidnap the diminutive Lannister. In response to this offense against his family, Tywin invaded the Riverlands and sicced the Mountain on its citizens. Thus erupted the War of the Five Kings.
Now, did Tywin really give a flying Frey about Tyrion? No. Unequivocally not. The war was bound to start regardless, but the dagger did offer a convenient inciting incident. Without it, Robb Stark may have never called his bannermen south to meet the Lannisters on the field of battle, and events might have unfolded very differently.
So who called for the murder of Bran Stark? Although it seems like the most convenient explanation, perhaps Littlefinger wasn't really behind the scheme. We later discovered Littlefinger lost the dagger in a bet to King Robert Baratheon. It seems unlikely Robert would try to have his best friend's child killed—but some of his family members might have, like his brother-in-law Jaime, or even his "son" Joffrey.