[That's kind of her, when not a moment or two past she was trying to keep him from getting to the lighthouse. It's puzzling, but it must just be something about this place.]

If I die, I won't be going home. The North will be lost -- they will only have whatever my sister can give them. Back there, she believes me, that the Dead are trouble, but she hasn't seen them. And she is older there than she is here, but she has never mentioned any of this to me. [Meaning that he can't trust Sansa to know anything he learns here and to carry it with her into the Great War.]

I don't mean that kind of cost, Daenerys. I mean if the cost is pain or a mark, then I will withstand it, no one else.