Reading the signs in fire is not a perfect science. It's not a science at all. It deals with beliefs and the wants of the viewer, and as much as the red priestesses like to think they are unbiased… they are not.
In another world, in another time, perhaps there may have been a darkness the fire was trying to combat. But even when you add to a fire's kindling, the light will always make a shadow, a darkness of its own. In this world, in this time, the fire's own shadow was it's greatest threat and enemy.
Power corrupts. The newly ascended high priestess from Asshai was not exempt from this rule.
For moons, when she had looked into the flickering flames, a pair of bright gray eyes stared back at her and the distant howl of a wolf could heard underneath the great bonfire's own roar. All of the chosen disciples of the Red God R'hllor knew of a coming darkness, and as with every darkness, there would always be one of light to fight back the shadows. The cosmos required balance, just as the sun would always be replaced by the moon and vice versa.
Despite R'hllor's lack of worshipers on the continent of Westeros, the high priestess was not without knowledge of the great players of that kingdom's game. The Starks of the North were still whispered of in bedtime stories to disobeying children, the pain brought to Andalos by King Theon Stark's rage. While no longer kings, the lords and ladies of the Northern house were still respected as wardens and warriors alike. There could be no other family a grey eyed child of the wolf was from.
High Priestess Melisandre was not foolish, but she was devout. When she interpreted this sign, she could not be swayed from her course. And thus, a ship was chartered from Essos to White Harbor.
Melisandre made great care to disguise herself and two of her fellow sisters with drab robes and cloaks on their journey. The people of the North mainly followed the pagan ways of the Old Gods, although White Harbor did house many worshipers of the Seven Who Are One. Neither religion of Westeros was fond of those of the Red God. She was proud of her position, but this mission was not one to convert others, and thus secrecy was required.
After disembarking at the docks surrounded by steep white cliffs, the three red priestesses bought fares on a boat making its way up the White Knife towards Winterfell, the seat of the Starks for millennia. The three did not dare draw attention to themselves, and refrained from much contact with the crew. Just the slightest slip of their accent could draw heavy suspicion.
Winterfell was reached after a few hour's ride east of the river once they had stopped for the night on the next day. The three women booked a room at an inn in the neighboring Wintertown, but the room remained empty– it was only to keep up their appearance as regular travelers. Melisandre did not plan on staying long once they found their chosen one.
It had not been hard to learn of the current status of the Stark family from overhearing conversations around Wintertown. Lord Eddard Stark and his wife Catelyn had been blessed with three children so far, something that would ensure the house's survival after its near decimation in Robert's Rebellion. The first two, Robert and Sansa, were said to be near copies of their Tully mother. That only left the newly born daughter as the one from Melisandre's visions: Arya.
It was laughably easy for the red priestesses to gain access to the main castle of Winterfell. A flickering out of the torches in one hall, a seduction of a guard in front of another door, and Melisandre found herself walking down the stone halls towards the Stark family's suites.
Arya was asleep in her nursery. Her nursemaid had not noticed Melisandre following her throughout the keep, and once the girl had opened the door, Melisandre grabbed her from behind and placed a handkerchief over her mouth. The cloth was laced with a mild poison; the girl would not wake for several days (if she did at all).
The small skirmish must've been enough to wake the babe, as when she approached the crib, Melisandre was greeted by bright and curious grey eyes. Arya was a tiny thing, with a fluff of brown hair beginning to cover her head. A wolf of the Starks through and through. The flames had not led her astray. R'hllor had led her to the promised one.
The alarm of Arya's disappearance would not be raised for several hours, until the absence of the nursemaid girl was noted. By then, Melisandre and her red sisters were already on a boat back down the White Knife. By the time news reached White Harbor by raven and rider, Arya and her captors were well into their journey across the Narrow Sea, on course for Braavos.