Sansa is unable to know whether what Cersei tells her about her father is the truth, and given the choice between trusting her father's character or trusting Cersei's words, she chooses to believe what accords with her idealized version of the royal family. Sansa hasn't seen any evidence that Joff is not the true heir, for instance, so she can't understand why her father would claim such a thing. She also doesn't know anything about her father's conflict with Cersei, and so she doesn't realize that, by disobeying her father and telling Cersei about Ned's plan to send her and Arya home, she gives Cersei the upper hand in that conflict. Moreover, when she agrees to write the letters to her family, she does so because she is as much concerned with keeping Cersei's approval as she is protecting her family. In each instance, she has no way of knowing what the truth is, and she is faced with a choice: she can trust in her father (and her family in general), or she can trust in the Lannisters. Only by choosing the Lannisters can she maintain her naïve and superficial ideas regarding the royal court, so she chooses to trust in them over her family.
In this section the Others finally become a real presence in the novel, and what we see does not bode well for Westeros. Though the novel starts with an attack by the Others, these mysterious beings essentially disappear from the book after that. They remain in the background of the novel as an unseen threat beyond the Wall, but they are so remote that many, including Tyrion, don't even believe in their existence. At most they act as the subject of a common curse in Westeros: “the Others take you.” Now, however, they go from an unseen threat to a very real one, as one attacks Lord Commander Mormont. These beings are especially menacing because they are supernatural. They are dead men who literally rise, and while striking them with weapons can slow them, only fire kills them. Their appearance, and the proximity of that appearance to the Wall, suggests that some change is occurring in the world that is either awaking these Others or causing them to venture south toward Westeros. The novel implies that this change is the coming of winter, since the Others seem to exist only in the cold. The Stark words—“Winter is coming”—gain a new significance as a result.
Another threat to Westeros, this one from the Dothraki in the East, also takes shape in this section, and the events that precipitate it are somewhat ironic. The original reason for Daenerys to marry Khal Drogo was so that Viserys could use Drogo's army to retake the throne in Westeros, but Drogo seemed to have no interest in attacking Westeros. He was more concerned with returning to Vaes Dothrak after his wedding, and he even suggested he might not cross to Westeros at all. The Dothraki are superstitious about crossing salt water because their horses can't drink it, and Drogo mentioned his reluctance to cross the Narrow Sea for this reason multiple times. Ironically, it was Robert's attempt to end the threat from the Targaryen children that convinced Drogo finally to attack Westeros. Robert offered a reward for the assassinations of the Targaryens so that they wouldn't try to retake the Iron Throne, but the wine merchant's failed attempt on Danerys's life ultimately increased the threat against Westeros rather than end it. The failed assassination angered Drogo so much that he finally resolved to cross the sea and invade.