The pointy end

Entering King's Landing, we see Syrio Forel dancing with Arya.

Syrio Forel: Yah! Left high, left low.
How ironic it seems, how peacefully Arya and Syrio are dancing, near the Throne room, the Kings Guard fights a few Stark men.
Going back again at Arya's dancing training.

Syrio Forel: Right low, lunge right.

Outside in a courtyard, a few Stark stewards are packing and bringing out the Stark family's belongings.

Steward of House Stark: If you break anything, the Septa will have my head. What is...

The stewards are being slaughtered by the Kingsguard.
Going back inside the Red Keep, Sansa is walking down a hallway with her Septa.

Septa Mordane: Your sister knew perfectly well we were to leave today.
How she could forget...
Sansa Stark: She didn't forget. She's with her dancing master.
She's with him every morning. She always comes back with scrapes and bruises.
She's so clumsy.
Septa Mordane: Hush! Go back to your room.
Bar the doors and do not open them for anyone you do not know.
Sansa Stark: What is it? What's happening?
Septa Mordane: Do as I told you. Run!

Back at Arya's training.

Syrio Forel: This way! Left, right.
Rah! Now you are dead.
Arya Stark: You said right, but you went left.
Syrio Forel: And now you are a dead girl.
Arya Stark: Only 'cause you lied.
Syrio Forel: My tongue lied.
My eyes shouted the truth.
You were not seeing.
Arya Stark: I was so. I watched, but you...
Syrio Forel: Watching is not seeing, dead girl.
The seeing, the true seeing, that is the heart of swordplay.
The Kingsguard approaches.
Meryn Trant: Arya Stark, come with us.
Your father wants to see you.
Syrio Forel: And why is it that Lord Eddard is sending Lannister men in place of his own? I am wondering.
Meryn Trant: Mind your place, dancing master.
This is no concern of yours.
Arya Stark: My father wouldn't send you.
As she picks up her wooden stick from the ground, she says.
Arya Stark: And I don't have to go with you if I don't want.
Maryn Trant: Take her.
Syrio Forel: Are you men or snakes, that you would threaten a child?
Kings guard: Get out of my way, little man.
Syrio Forel: I am Syrio Forel.
Kings guard: Foreign bastard.
The Kings guard draws his sword. Before he can strike, Syrio hits him with his wooden stick. Knocking him out.
Syrio Forel: And you will be speaking to me with more respect.
Meryn Trant: Kill the Braavosi. Bring the girl.
Syrio Forel: Arya child, we are done with dancing for the day.
Run to your father.
Syrio Forel fights three Kings guards at once, eventually knocking them all out.
Meryn Trant: Bloody oafs.
Syrio Forel: Be gone now, Arya.
Arya Stark: Come with me. Run.
Syrio Forel: The first sword of Braavos does not run.
Meryn Trant strikes Syrio, a short duel takes place. Eventually Meryn Trant cuts Syrio Forel's wooden sword into pieces.
Syrio Forel: What do we say to the God of death?
Arya Stark: Not today.
Syrio Forel: Go.

Arya Stark runs off and hears a bunch of screams from down the hallway. She looks concerned.
Arya Stark: Not today. Not today.

Back on the other side of the Red Keep, Sansa runs on, but is stopped by a familiar face.

Sansa Stark: Stay away from me.
I'll tell my father. I'll...I'll tell the Queen.
Sandor Clegane: Who do you think sent me?

Back to Arya, we see that she has arrived at the slaughtered stewards. She sees her belongings lying on the ground.

Arya Stark: Needle.
A stable boy appears.
Stable Boy: There she is.
Arya Stark: What do you want?
Stable Boy: I want you, wolf girl. Come here.
Arya Stark: Leave me be. My father's a lord. He'll reward you.
Stable Boy: She'll reward me, the Queen!
Arya Stark: Stay away!
Accidentally, she turns around sliding Needle through the stable boys belly. Her first kill is a fact.
Shook as she is, she runs off.