Game of Thrones Season 6 Episode 05 The Door
Jaqen H’ghar tells Arya about the history of the Faceless Men, who originated as slaves in Valyria and killed their masters before finding a new home in the Narrow Sea, where they founded Braavos. He then offers her another assignment, warning her that she will not be given a third chance and suggesting that she will be killed if she fails.
THE WAIF: You’ll never be one of us, Lady Stark.
JAQEN H’GHAR: She has a point. None of the first Faceless Men were born to lords and ladies. They began as slaves in the mines of Valyria.
ARYA: Who was the first?
JAQEN H’GHAR: He was no one. The Many-Faced God taught him how to shed his face and how to give the gift. The man taught others in exchange for their service. Many served, many more gifts were given. Soon all the masters and overseers were gone and the Faceless Men fled.
ARYA: Where did they go?
JAQEN H’GHAR: Here. They founded the Free City of Braavos and built this house. These were the faces they wore in life when they were not wearing others. The first Faceless Men. And now a girl is one of them, if a girl desires.
ARYA: A girl has no desires. Who?
JAQEN H’GHAR: An actress who calls herself Lady Crane. She performs at the theater in Sheelba Square. A girl has been given a second chance. There will not be a third. One way or another, a face will be added to the hall.
Source text: Wikipedia.