Arya always saw Sansa as the spoilt girl she was who only dreamt to be Queen and didn't give a fcuk about anyone else. Arya doesn't have full knowledge of what a prisoner Sansa actually was during those times, and as demonstrated in todays episode, she still thinks exactly the same of Sansa as she did back in the first season. Therefore, it's not beyond the realms of possibility that Arya would see that note and instantly think that Sansa had betrayed her Father and her family all so she could still marry Joffrey and become the Queen, as she always wanted. When Robb read it, Catelyn saw it for what it was, Cercei' words, but Robb didn't at first and Arya I think will assume the worst in her sister. Very clever manoeuvre by Little Finger. I'm convinced he wins the Game Of Thrones.