From the start, the two constants on Game of Thrones have been violence and sex — often juxtaposed with each other, in fact. But what's not nearly as constant is the way that sex is handled, especially for female characters. That's why the sex scene between Arya and Gendry in the final season's second episode matters so much: it's the kind of honest, non-upsetting sex scene the show has rarely featured.
For the most part (and especially when it comes to the perspectives of female characters), sex has hardly been empowering on Game of Thrones. It's often part of a bargain or manipulation, something focussed on male desire, or something that's just plain violent and coercive. That's been even more true when the young women in the show have lost their virginity: when we've actually seen it onscreen, it's typically been rape.
"It's the first time we've seen a woman on the show take charge of losing her virginity."
The most notable examples, of course, are Daenerys, who was forced to marry Khal Drogo back in season one and subsequently was raped by her new husband, and Sansa, who had a similar experience with the sadistic Ramsay Bolton. That's what makes Arya's first time so important: it's the first time we've seen a woman on the show take charge of losing her virginity; what's more, it's with to whom someone she's genuinely attracted and with whom she shares a mutual emotional bond. It's even romantic, in a show that so often strips intimacy of romance or adds uncomfortable complicating factors.
It's not just about first times; it's about the way sexuality is depicted for women on the show in general. Over the course of all the seasons so far, there really have only been three times that women have been involved in sex scenes that are not transactional, not incestuous, and not without full, enthusiastic consent. One was Dany's matter-of-fact tryst with Daario; another was Ygritte and Jon's hot tub encounter; the other was Missandei and Grey Worm's tender love scene that centred Missandei's experience and female pleasure. The only other emotionally honest sexual relationship on the show was the long-ago gay romance between Renly Baratheon and Loras Tyrell. For the most part, women have gotten the short end of things, either having to use their sexuality to get something or simply having it taken from them.
Interestingly, Gendry actually falls into that category as well: he was violated by Melisandre to get his blood, something he confesses to Arya in a moment of emotional intimacy prior to their physical intimacy.
That's why it's so refreshing to see Arya make her own choice when it comes to her sexuality. And not only that, but Arya is the one calling the shots: she's the one who asks Gendry to bed, she's not objectified in the filming of the scene, and she's the one who appears to be taking charge throughout. She's with someone who she is attracted to and cares for, who feels the same about her, who doesn't have any gross complicating factors involved, and who she chose. In the middle of a story that's so full of bad things happening, it's great to see Arya and Gendry finding time for an important emotional moment, and one that is so different in a very good way.