As we saw this episode, Lyanna was Ned's younger sister. Based on the flashback it seems she had a flair for horseback riding and fighting — a bit like the rebellious Arya.
2. She Was Engaged to Robert Baratheon
When she got older, Lyanna was set to be Robert's wife, and he was totally in love with her. In Season 1, he visited her tomb almost as soon as he got to Winterfell, and he even muttered her name while having sex with Cersei on their wedding night.