The dialogue on Game of Thrones isn't always the easiest to follow if you haven't read the books,and one of the edges that those who read the novels may fill is recognising the House mottos. See, in the Seven Kingdoms, and each family (or House) has their own motto,a saying that represents them. While the prove doesn't explicitly command you which is which, the writers fill used clever ways to fill the characters say their own motto, or in some cases,the phrases fill been used as episode titles. In case you don't know why the Starks say "Winter is coming" so much or why the Lannisters seem really into paying back their debts, this rundown of each House motto is for you.
Source: popsugar.co.uk