
I know Castle Black
is no place for a child, but...
Game of Thrones Season 5, Episode 4

And here we are in their CASTLE,
ready to defend it.
Game of Thrones Season 8, Episode 2

The Citadel isn't Castle Black.
Game of Thrones Season 6, Episode 3

Theon holds the CASTLE with a skeleton crew.
Game of Thrones Season 2, Episode 6

I expect she's headed to Castle Black
where her brother serves as Lord Commander.
Game of Thrones Season 6, Episode 4