The knights are playing a rowdy game of catch with what looks like a rag doll when Arthur gets to the training field, Morgana by his side. As they get closer, he gets a better look at it, and turns to Morgana to confirm that it's what he thinks it is. She nods and raises an eyebrow; Arthur turns pale, swallows, and hurries forward, grabbing it out of the air as Gwaine throws it to Leon.
He turns the dragon doll over to check its state - old, worn, but all the stitching's intact and it doesn't appear to have taken any damage from being tossed around by his knights. Arthur turns it over one last time, then asks "Where did you get this?", careful to keep his tone calm.
"Found it next to Merlin's armour, sire." Gwaine says. "Child must've dropped it."
"Word to the wise." Arthur states. "Never, ever touch Killy if you value your hide." he pauses. "I'll return this to where you found it." With that, he walks to the other side of the field where all the armour's piled.
Gwaine scratches his neck, bemused, as he watches Arthur stride off. "It has a name?"
Morgana smirks. "Ask Arthur where he got that scar under his chin some time and see if he tells the truth. My brother learnt a long time ago not to touch Merlin's favourite doll." The dawning looks of comprehension tinged with fear are just a tad gratifying. She's quite sure they're not going to be picking up any old toys any time soon.