Not to go down the rabbit hole, but Hollywood has gone out of their way as of late to promote the Mary Sue culture. However, in this case, I don't think GoT is really the vehicle for promoting such an agenda since their villains and heroes have been fairly equally distributed across the sexes. Nor do I think that was the director's/producer's intent.
Arya killing the NK was something unexpected by most. Many presumed there would be a colossal battle between Jon Snow and the NK. However, little Arya who we grew up with watching her chase cats in season 1 and becoming a powerful member of her house? Yeah, that made a nice surprise. Girl or not, she is a good representation of the resiliency of House Stark.