Death is certain. The time is not. ~Jaqen H'ghar the Faceless Man, "Valar Morghulis" in Game of Thrones S2E10
Adam Rifkin stashed this in Time
A discussion of Faceless Men and Jaqen:
More discussion of Jaqen:
His name is Jaqen H'ghar. A member of a guild of renowned assassins known as Faceless Men. Arya encounters him in season two whom which he promises to kill 3 men for her in exchange for saving him and two others lives. He helps Arya, Gendry and Hotpie to escape harrenhall. As he departs he gives Arya a coin and a way to find the faceless men, after which he transforms his face and assumes a new identity. He hasn't been seen in the show since.
Additionally, as he is a Faceless Man we can assume that getting captured, acting as a Lannister soldier, and helping out Arya was not his original plan. He must have some other purpose in Westeros, and the Faceless Men generally only have one purpose, to provide the gift of death.
He's one of the Faceless Men, expensive assassins for hire from Braavos, and apparently religious followers of the Red God.
According to some, he's Syrio Forel, which is how he knew Arya's name when she never told him.
The Red God (R'hllor/The Lord of Light) is one of the facets of the Many-Faced God, according to their religion. Martin was asked about this once:
Questioner: "Jaqen refers to the Red God, and elsewhere to the god of fire. Is he referring to R'hllor? [redacted for spoilers] R'hllor doesn't seem to be particularly important to [the Faceless Men]."
Martin: "Well, remember when Jaqen names him: he had very nearly burned to death recently."
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