Maids and handmaidens and a general swarm of servants prepare for the royal visit. Lady Stark and some guy decide they'll need plenty of candles for Lord Tyrion's bedchamber, although there's a difference of opinion as to whether that's because he reads all night or because he drinks all night. I think it's just because he's from King's Landing, which, as we have just learned, is thick with candles. Oh, and here's something for the ladies: young men are standing around shirtless while one of them gets shaved with a straight razor. Snow gets a haircut, which arouses some ribbing from the other two shirtless guys. I hope you appreciate how rigorously I'm sticking to the rule of "only describe what's been on the show" here, because "some guy" is showing up way too much for my taste.
Bran is on a parapet watching the royal procession, which is approaching from the horizon. He runs along various precarious peaks in the pointy parts of the castle's roofs. When he gets back to the ground, we see that his direpuppy has grown up a bit. And there's his mother! Lady Stark yells at him about not climbing the walls. And she wants him to promise: No More Climbing. He promises. She informs him that he always looks at his feet before he lies. Bran runs off to tell Lord Stark that the king's coming. His puppy runs with him.
The Royal Procession arrives at the castle. That's what we needed: more people with unknown names. Great! There's a guy with a helmet shaped like a dog. I'm not sure how practical that is. There's also a blond boy with a Caesar cut. Lady Stark asks Sansa where Arya is. That helps us determine that Sansa is one of the daughters, specifically the one who was getting her cross-stitch praised. Arya is the tomboy, and she was wearing a helmet and watching the procession, generally tomboying it up. She takes her position next to Bran. So the Stark family, laid out left to right, is: Bran (mullet), Arya (tomboy), Sansa (young woman who likes cross-stitch), unknown young man, Lord Eddard Stark, Lady Cat Stark, and unknown boy. The young man is one of the guys who's been hanging out with Snow. When the procession comes in, Sansa smiles at the kid with the Caesar cut, who's much too young for her in my opinion. He smiles at them, and the guy with the dog helmet opens it up and scowls. Not at anything in particular; I think he's meant to just be generally scowly. A large bearded kingly fellow rides in and everyone kneels. He gestures for Eddard to stand, and everyone does. "Your Grace," says Lord Stark. "You've got fat," answers the king. Lord Stark kind of glances at the king's own fatness. Laughter all around. The king greets Cat and tousles the hair of the unknown young boy. Lord Stark welcomes the king to Winterfell. As the queen gets out of the royal carriage, Arya asks Sansa where "the imp" is. "Will you shut up," Sansa explains.