“There are no true knights, no more than there are gods. If you can’t protect yourself, die and get out of the way of those who can. Sharp steel and strong arms rule this world, don’t ever believe any different.”

The Hound says these words to Sansa just before he leaves her at the end of the novel. The quotation is tied to one of the book’s central themes, the importance of accepting hard truths. Sansa wants very much to believe in an idealized version of the world based on songs and stories. A central component of many of these songs and stories is the chivalrous knight, who is courageous, virtuous, and protects those weaker than himself (and who is often handsome). Sansa often longs for a knight to come rescue her, but here the Hound here tells Sansa that this sort of knight, and by extension her romanticized view of the world, is a fantasy. Knights, he suggests, are above all trained killers. They don't protect the weak, as Sansa would like to believe, but rather destroy them, and in the Hound's formulation, they are right to do so. What he implies is that if Sansa wants to survive, she must give up her fantasy and see the world as it really is. More than that, she must be willing to fend for herself, as she cannot count on anyone else to protect her.