Arya Stark is Azor Ahai

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Introduction to Azor Ahai

Azor Ahai ​is a legendary figure in the faith of R'hllor, the Lord of Light. Thousands of years ago, he forged the sword Lightbringer which he used to defeat the darkness of the Great Other. However, in order to unleash the sword's true powers he had to plunge it into the heart of his loving wife, Nissa Nissa. A prophecy foretells that he will be reborn as The Prince That Was Promised.

The Prince That Was Promised

"The Prince That Was Promised", sometimes called "The Prince Who Was Promised" or "The One Who Was Promised" (also known as the Lord's Chosen, the Son of Fire and the Warrior of Light) is a prophesied savior in the religion of the Lord of Light.

The Prince Was Gender Neutral

The prophecy was originally written in High Valyrian, and this lead to a mistranslation as the nuances of that language were forgotten over the centuries: in High Valyrian, the word that corresponds to "prince" is gender neutral, so the correct name for this prophesied savior is "The Prince Or Princess that Was Promised",indicating that it could be a man or a woman.

Conclusion

Arya Stark was Azor Ahai. The Valyrian steel dagger used by Arya was Lightbringer.

Reference: https://gameofthrones.fandom.com/wiki/Game_of_Thrones_Wiki
Video Source: HBO's Game of Thrones Episode 3 Season 8