“Sometimes I dream about it,” he said. “I’m walking down this long empty hall. My voice echoes all around, but no one answers, so I walk faster, opening doors, shouting names. I don’t even know who I’m looking for. Most nights it’s my father, but sometimes it’s Robb instead, or my little sister Arya, or my uncle.”
A lot of Targaryans have dreams of the future.. Aegon the conqueror had a dream of the Long Night, his sister had a dream of Valyria's doom. I wonder if this dream is significant in any way.. Possibly foretelling the events of when Winterfell is lost of the Starks? Very interesting little thing.