At the beginning of the show, we saw that Jon was Arya’s favourite brother and Jon too was fond of his fierce little sister. At the time of their parting, Jon gifted Arya a thin sword that Arya named Needle. The sword was barely able to hurt anybody, but Arya kept it as it reminded her of Jon. After years and years of being away from her brother, she kept it with herself.
Now, as they reunited, Jon was pleased to see that Arya still had it. Jon also showed Arya his Valyrian sword, given to him by former Lord Commander of the Night’s Watch, Beor Mormont. However, Arya also gave Jon a mild warning. She said, in veiled terms, that after so much suffering the surviving Starks are finally together and they should not let others divide (like Daenerys) them again.