A Song of Ice and Fire- Sansa Stark (INFP)

Introverted Feeling (Fi): Sansa is proud of who she is, as a Stark and a proper lady. She has trouble at first sympathizing on a deeper level with others because she’s so in tune with her own emotions. Sansa is a very compassionate girl, even pre-development, but she truly empathizes best when she has some personal connection (ie Sandor’s talk about knights, his saving her, and knowing his tragic back story). In A Game of Thrones she’s very focused on what she values most: becoming queen and enjoying her Southron life, and is devasted when Ned says he's taking it away. She doesn't open up to her deepest emotions easily, and can be cold at times, if a matter isn't important to her herself, leading her to initially be a bit self-centered. She tries to get Arya to go to the wheelhouse with the queen and princess by appealing to her with things Sansa personally likes (lemoncakes and music), not realizing her sister doesn't necessarily like the same things she does. She's sensitive and is very hurt when she hears criticism, even from Joffrey, in spite of knowing his petty insults don't really have any power. Due to her upbringing, she usually plays the part of the obedient daughter because she's good at it and likes the positive reinforcement she gets for it, but after her wake-up call her Fi becomes healthier- about Sandor, who was mean to her, and Sweetrobin, who none of the lords care about. Kindness is very important to her, and she decides she will rule with love instead of fear as Cersei advises, if she ever becomes queen. She finds it a bit hard to stay Alayne sometimes, because she has such a deep sense of self as Sansa Stark.

Extroverted Intuition (Ne): Sansa is at the beginning of the books is very dreamy and doesn't entirely live in reality.  She sees life as a fairy tale like in the songs, sees things as they could be, her idealized version of them: King’s Landing being so magical, Ser Dontos as her "Florian”, Margaery being her ideal big sister (when she’s actually manipulating Sansa). She tends to see the good in people (at first), and later she often correctly guesses the motives of people under Littlefinger's teachings. While Arya immediately dislikes the Lannisters without knowing any of them because Jon insulted them, Sansa senses that Jon is just jealous because he's a bastard (which is true). She sees what’s REALLY going on that others miss, noting that Joffrey is much more of a Lannister than a Baratheon, something the adults never realized. She’s at first willing to ignore Joff’s behavior at the trident to keep her dream of a fairy tale life from shattering. Even after she drops the rose colored glasses, she does keep some optimism and always hopes for a better life later. She struggles to see where Petyr ends and Littlefinger begins, and is never sure of who is the real deal. She learns to make up convincing lies easily and adopt a new persona as Lord Baelish's bastard daughter.

Introverted Sensing (Si): Sansa is proud of her Northern heritage and is always reminding herself that she is a Stark. She constantly refers back to songs, stories, and facts about people she’s learned and compares it to what’s going on currently. She sees Joffrey as the dashing prince who will marry her and fulfill her dreams because that's how it works in the stories. She misses home badly, and at the Eyrie shows her remorse through making a little snow  replica of Winterfell. When in need of comfort, she goes for her favorite books, songs, or food. Sansa fits the traditional role of a noble lady very well and is happy with that position because it's always been good to her.  It’s no secret that she tends to… remember things very subjectively. She’s again, very observant- she notices external details quite well ("[Littlefinger's] eyes did not smile when his mouth did"). She’s worked at becoming an accomplished lady for years and has many talents as a result. She knows what society expects her to do and is able to fit the role of a lady well. She bases much of her Alayne Stone persona as a noble bastard on her half-brother Jon Snow (being fourteen years old, being brave, not liking to dance, etc.).

Extroverted Thinking (Te): Sansa is able to be proactive- Father backing out of his promise and says he's shipping the girls home? Go ask the queen, the authority figure, to stop him. Father on death row? Go to Joffrey at court, charm him, and appeal for her father's life. At her worst, Sansa can be bossy and rude when she perceives something as incompetence, unfair, or irrational. When she and Sweetrobin must cross the narrow snowy bridge alone, she is able to keep herself and the boy calm, coach him and keep him focused until they're safely across. As Alayne Stone, she is able to run a household efficiently by herself and be more blunt in her views with people. She sets goals and works to meet them (get Cersei to convince Father to let her stay, do what she wants to keep the betrothel, win over Harry, etc).

Note: I don't know about TV!Sansa (who is both written differently from her book counterpart and has become inconsistently written anyway), but I would think she is still an INFP. I do think Sansa values social harmony to a degree, but because she's been taught to and because she personally dislikes conflict ruining her good time. Westerosi society values the Introverted Sensing a lot, especially in its women, so Sansa’s been taught to exercise it more- and it helps that both her parents are Si-doms, I don't think she uses it enough to be an ISFJ, and she gets bored or tired of people's company when she's around it too much and lives inside her own head, ruling out an extroverted type.

A Song of Ice and Fire- Arya Stark (ESFP)

I'm typing about book!Arya though this can go for show!Arya too.

Extroverted Sensing (Se): Arya is very impulsive and has the bad habit of acting on emotion. She lives in the present and rarely stops to think of how her actions will later affect her and others, like making the butcher's boy practice sword fighting with her or disobeying her father to run off from the camp, which is sometimes a problem even after she learns to be more cautious while working for Lord Bolton. She greatly enjoys physical activities like water dancing, chasing cats, horseback riding, picking flowers, and exploring the wild woods, being easily bored sitting still at lessons with the Septa. She's very resourceful, thinks fast on her feet, and takes opportunities when they present themselves (why trade their valuable horses for an I.O.U when she could trade them for that boat she saw and get away!) and fights quickly before her enemies even know what hits them. She tends to judge people at face value (she dislikes Cersei just because she won't let a dangerous animal into the wheelhouse, for example). She isn't good at fitting into the status quo, nor does she find it interesting, and prefers playing with peasants and squires because they're different and easier to talk to.

Introverted Feeling (Fi): Arya is very emotional and feels intensely about many things. She cares very much what her father and half-brother Jon think of her, to the point that they're the only ones she really listens to. She feels bad for failing to measure up to the noble lady image she assumes her mother has of her, even thinking Catelyn wouldn't want her back when the Brotherhood Without Banners wants to ransom her. She holds herself to a certain set of morals nobody can sway her from, and takes it upon herself to avenge her family and punish people who wrong her, even people she just doesn't like. Some of her false names are related to those she loved (Old Nan, Catelyn, and Nymeria). She has trouble seeing why Sansa pretended to not remember what happened at the Trident and needs Ned to explain why. She doesn't forgive easily and holds grudges.

Extroverted Thinking (Te): Arya tries to have a game plan for anything that might happen. She easily takes on the role as "pack leader" and explains to Gendry, Hot Pie, and Lommy how it's gonna work, and expects them to follow her lead. She's stubborn and doesn't hesitate to tell people bluntly what she thinks of them, even when it's safer to hold her tongue. She isn't afraid to say when an idea sounds dumb and doesn't always have the patience for someone she sees as incompetent. Sometimes she'll state the obvious, if she can't find a better way around a problem.

Introverted Intuition (Ni): Arya is fixated on seeking revenge against the Lannisters, Freys, and Boltons for the downfall of her House, and lets nothing get in the way of this. Her mantras ("fear cuts deeper than swords"; the list of people she wants to kill, etc.) remind her of her goal.  She is determined to get home or at least find her brother Jon at the Wall. She loves the idealistic old songs of the warrior queen Nymeria, and naively hopes to be a warrior herself some day, not seeing the reality that women aren't typically allowed to achieve such traditionally masculine feats. However, for the most part she doesn't always have insight and tends to live in the present.