It is funny how things turn out. Everybody was counting on the prince that was promised to deliver the final blow. Some thought it might be Jon Snow; others thought the prince is not a prince but the rightful ruler of the Seven Kingdoms, Dani, who will kill the night King. But, as it turns out, it was Aria Stark. And as shocking as that scene was, for all the right reasons, it also made the most sense.
Ever since she accepted her destiny as a warrior of the Many-Faced God, Arya has been training to become the best killer she could be. Contrary to the teachings of the Many-Faced God and his cult, she did No One, just someone who can pass as No One when the right time comes.