During episode four of Game of Thrones' fifth season, Sansa visits the crypt at Winterfell, where Littlefinger tells her a significant story about her aunt Lyanna. But not before she finds a random feather:
Except it's not random at all: the feather was actually placed there all the way back in the first episode of season one by Robert Baratheon, when he visited the Starks in Winterfell.
The feather was a symbol of Robert's undying love for Lyanna, representing the exotic feather gifts he gave her when she was alive.