[lady sniffs at his hand more than she might someone who didn't have anything concerning inside them, but it is no threat to sansa, and seems more curious than anything. she presses her nose against his hand, and allows him to pet her. sansa immediately relaxes.]

Yes, Lady came with me from the Seven Kingdoms.

[technically they arrived...separately, but that's hard to explain, and then she'd have to tell him how lady died, which is more information than she wants the mysterious presence inside him to have, at least until she figures out what it is. it's certainly not something she wants to discuss in front of the skeletons and who knows what else in this house.]

She's a very good girl, and clever. She was the one who thought to take in a blood hound.