(WILL CONTAIN SPOILERS IF YOU HAVEN'T WATCHED SEASON 7 YET) Don't know how much you've seen, so this could be over explaining (or nowhere near enough explaining, who knows..), but: Arya has trained to be a "faceless man", which means that if she kills someone, cuts off their face, and then wears that face, she can become them. Like, all she needs is their face and suddenly she has their body and all, but still her own mind. It's weird. Anyway. At the end of season 7 she killed Littlefinger. So in this comic she is wearing his face and pretending to be him just for the fun of it. It's Littlefinger's body, but Arya's mind. Hope that clears things up, I suck at explaining :'D