Mya Stone
One of King Robert's baseborn daughters, a sure-footed mule-girl who guides travelers up the mountain paths to the Eyrie (book).
The fuller tale
Mya Stone is what Robert Baratheon left in the Vale: his firstborn, got in his fostering years on a girl of no name history bothered to keep, and raised on the mountain where her father learned to be a warrior and forgot her. She grew up in the Eyrie's service and made the mountain hers — a black-haired, blue-eyed young woman in men's breeches who runs the mule trains up the impossible stone road from the Gates of the Moon to the castle in the sky, sure-footed where knights go white-knuckled. Catelyn Stark climbs behind her; so, with maximum complaint, does Tyrion Lannister. Neither is told whose eyes are leading them up.
The books give her a quiet, complete little tragedy of her own: she loved Mychel Redfort, a lord's son who squired for the Vale's finest knight, and learned the lesson bastard girls learn when lords' sons marry — he wed a Royce, and Mya kept the mountain. Robert, in the books, remembers her fondly across seventeen years and muses about bringing her to court; the reader, knowing what befalls Robert's bastards in King's Landing, files it under mercies that arrived disguised as neglect. She is alive in the books, guiding travelers through wind and ice, and her path has lately crossed that of a certain bastard-braved girl called Alayne, in whose story readers suspect Mya has one more descent to make.
The page and the screen
The show reduced her to a single unnamed mention — Robert's 'girl in the Vale' — and cut the character; its only mule-handling appearance went uncredited in spirit. In the books she is a small but persistent presence across two arcs decades apart: the war's opening climbs with Catelyn and Tyrion, and the Alayne chapters of the later books, where Sansa Stark's hidden-identity story adopts Mya into its supporting cast. The show's Gendry ultimately absorbs her narrative office — the Baratheon look surviving in baseborn blood — as it absorbed Edric's.
Their fate — if death has found them, it is written here. Open at your peril.
The chronicle records no death for this soul — they are living when the tale leaves them, or their ending is a page the maesters have yet to turn.