Since they showed it in the book Sam was reading last night, the Catspaw Dagger used by the assassin on Bran is absolutely the dagger Arya had in the promotional pics. The last known holder of the dagger was Baelish back in season 1, when he drew it on Ned in the throne room.
Even though she said she's heading south to kill Cersei, it seems apparent from the preview that she's still heading north. She'll get to Winterfell and probably kill Baelish with the dagger, stealing it for herself. Eventually, she'll use it to kill the Night King in Season 8.
I feel really confident in that.