Arya says the words to Ternesio Terys, the captain of the Titans Daughter.
Leaving King's Landing was easy, just like he'd said. The Lannister guardsmen on the gate were stopping everyone, but Yoren called one by name and their wagons were waved through. No one spared Arya a glance. They were looking for a highborn girl, daughter of the King's Hand, not for a skinny boy with his hair chopped off. Arya never looked back. She wished the Rush would rise and wash the whole city away, Flea Bottom and the Red Keep and the Great Sept and everything, and everyone too, especially Prince Joffrey and his mother. But she knew it wouldn't, and anyhow Sansa was still in the city and would wash away too. When she remembered that, Arya decided to wish for Winterfell instead.