Mercy is an Arya sample chapter for TWOW published in 2013. It's very old, with GRRM having written it at least as early as 2001. Mercy was supposed to reintroduce an adult Arya in "A Dance With Dragons" after an off-screen leap forward of five or six years following the end of ASOS.

Mercy as Arya's first chapter post-time jump was crucial in carrying this transition. Her entire future story hinged on it. GRRM needed to establish in a single chapter who Arya was. I'll examine Mercy as it was originally written and intended to be read.

Not Knowing Who She Was, Or Where

Mercy's central theme of identity is established in the first line:

She woke with a gasp, not knowing who she was, or where.

This line holds dual meaning; Arya doesn't know who or where she is, but nor does the reader. Remember, Arya would have last been seen on-page leaving Westeros near the end of ASOS. Subsequent lines answer the opening question (but also don't) creating the tension that will underpin the rest of the chapter:

The smell of blood was heavy in her nostrils… or was that her nightmare, lingering? She had dreamed of wolves again, of running through some dark pine forest with a great pack at her hells, hard on the scent of prey.

Half-light filled the room, grey and gloomy. Shivering, she sat up in bed and ran a hand across her scalp. Stubble bristled against her palm. I need to shave before Izembaro sees. Mercy, I’m Mercy, and tonight I’ll be raped and murdered. Her true name was Mercedene, but Mercy was all anyone ever called her…

This girl doesn't know who she is, has strange dreams of wolves, but despite this still has a true name. Which might not be her true name. And her head is shaved and she's nonchalant about her upcoming rape and murder. It's a gripping opening with a trace of GRRM's past as a television writer.

The steady drip drip of information hinting at Mercy's real identity is very like Reek's first chapter and similarly readers would have had their own realisation at different points; the opening warg wolf dream, the mention of Braavos (Arya's destination in ASOS) etc.

Arya has had to take different names at various points (Arry, Weasel, Nan etc) but here the dissociation from Stark is most acute. As in the opening line, there's a meta dimension to the entire chapter in that Arya's new identity as Mercy is reflecting the new identity Arya has to the reader as a grown 16-17 year old apprentice assassin rather than the young orphan girl they last knew. Likewise, the slow reveal of Mercy is a device to steadily reintroduce nu-Arya.

The play is yet another layer in that Arya has internalised Mercy who is portraying a Westerosi character, perhaps Shae or more ironically Sansa. Mercy herself is not a million miles away from Arya Stark; strong-willed, not taking sh*t from anyone, able to socialise with all sorts of people. The gossiping and giggling is unlike Arya though, and maybe this persona is in some way relief from the hardships she suffered. Overall Arya seems a much more deliberate, confident young woman than the insecure child of ASOS.

The killing of Raff the Sweetling and Arya's name appearing in text answer both layers of the opening line; Mercy is still Arya underneath, and despite how much she's changed since ASOS the reader is reassured that she's still Arya.

If there is anything you want, anything at all…

What strikes the reader immediately is how sex is front and centre in this chapter. It's not set dressing or a mere device to kill Raff the Sweetling but in every single scene is emphasised and re-emphasised. Over the top even. Mercy is easily the single most sexually charged chapter in all of ASOIAF.

It's as if GRRM has dumped a bucket of ice water on the reader's head and is shouting "ARYA IS NO LONGER A CHILD. THIS IS AN ADULT WITH AN ADULT'S SEXUALITY" over and over again. It's intense shock therapy, full Manchurian Candidate to force the reader to forget whatever image they had of her in their head built from three preceding books.

It's significant that GRRM chose to frame older Arya for what was supposed to be the final three books.

Valar morghulis

Interestingly there's no direct mention of the Faceless Men at all bar Arya reciting their saying at the end. No Faceless Men, no House of Black and White, no Kindly Man, no Many-Faced God, no iron coin. It seems GRRM was willing to let the institution wait for later and instead focused on how Arya had changed personally over five-six years. That GRRM didn't think the Faceless Men were worth mentioning in Arya's post-time skip intro would suggest her ultimate fate is not with them.

"The Imp weren't the only dwarf in the world"

The leading character in this chapter after Raff the Sweetling and Arya/Mercy herself is... Tyrion. Never named, sure, but definitely there by proxy. Arya is playing the role of Tyrion's victim in a play, then she trades words with Bobono the dwarf who plays Tyrion, she hears him recite lines attributed to Tyrion, and later the Lannister guardsmen reinforce the link by arguing whether the dwarf playing Tyrion really could be him.

Bobono is himself a sort of caricature of Tyrion: habitual drinker, lecherous, wannabe witty. There's an echo of Tyrion and Illyrio in Bobono and Izembaro. There's even a curious similarity in the description of their respective manhoods(!), costume and genuine:

What a hideous thing, Mercy thought as she knelt before the dwarf to fix him... The dyer had done a poor job with the leather, though; the thing was a mottled pink and white, with a bulbous head the color of a plum. -Mercy, TWOW

...

Even his manhood was ugly, thick and veined, with a bulbous purple head. This is not right, this is not fair, how have I sinned that the gods would do this to me, how? -Sansa III, ASOS

Arya and Tyrion barely interact in ASOIAF. It's a struggle to even find a moment where Arya thinks of him in passing. One rare instance is from Arya's last chapter before Mercy in ASOS:

"I forgot, you've been hiding under a rock. The northern girl. Winterfell's daughter. We heard she killed the king with a spell, and afterward changed into a wolf with big leather wings like a bat, and flew out a tower window. But she left the dwarf behind and Cersei means to have his head."

That's stupid, Arya thought. Sansa only knows songs, not spells, and she'd never marry the Imp.

In the leaked 1993/1994 outline there is this:

Exiled, Tyrion will change sides, making common cause with the surviving Starks to bring his brother down, and falling helplessly in love with Arya Stark while he's at it. His passion is, alas, unreciprocated, but no less intense for that, and it will lead to a deadly rivalry between Tyrion and Jon Snow.

Which does recall this line:

“We were meant to be together, Mercy,” Bobono insisted. “Look, we’re just the same height.” -Mercy, TWOW

Maybe Tyrion's presence in this chapter is just to show the scope of the Imp's notoriety and how eager Cersei is to find him. But that could have been accomplished with other PoV characters, and Mercy seems very deliberately constructed.

Braavos

Mercy was supposed to be the introduction to the city of Braavos and the lengthy luscious descriptions of not-Venice serve that purpose effectively.

"I would like to see a dragon"

Several references to dragons appear in this chapter:

“It shall go ill for any man who fails me,” he promised, a threat he borrowed from the speech Prince Garin gives on the eve of battle in Wroth of the Dragonlords, Phario Forel’s first play. -Mercy, TWOW

...

“The first Black Pearl was black as a pot of ink,” said Daena. “She was a pirate queen, fathered by a Sealord’s son on a princess from the Summer Isles. A dragon king from Westeros took her for his lover.”

“I would like to see a dragon,” Mercy said wistfully. “Why does the envoy have a chicken on his chest?” -Mercy, TWOW

Arya chapters have touched upon dragons before, notably when she examines the dragon skeletons under the Red Keep.

Closing thoughts

Mercy is a compelling chapter. It's one of the most dramatic and intricate written for ASOIAF. The author had to (in one chapter) reintroduce an existing character who was very changed, had spent years off page and was also in an entirely new location. Big asks but I think he succeeded. There's a narrative economy here missing from AFFC/ADWD. It would have felt right at home as a follow-up from ASOS.

Even after scrapping the time jump GRRM really wanted to include this work and understandably so, first in AFFC before eventually pushing it to TWOW. But stripped of its original context Mercy has serious problems.

Firstly, the identity conceit falls flat when you know who the character is and there's no time skip. Arya's been in Braavos for two books now and the whole construction of the chapter in that sense is pointless. The lengthy descriptions of Braavos feel a bit pointless too, although maybe needed returning to a location 15 IRL years after the last book.

Secondly, the presented five or six years worth of personal change don't mesh with Arya's previous chapters in Braavos. It's an abrupt and unearned transformation. The sexual content feels totally disjointed for the character's age and throws suspension of disbelief out the window. It seems like poor judgement on the author's part to plough ahead regardless and have an 11-year-old femme fatale seducing and killing a man, or being touched non-consensually. It's just weird.

All that said Mercy is a intriguing glimpse of an alt universe where GRRM's writing stayed on track, he somehow got the time jump to work, and the books were wrapped up before the tv series even premiered.