First off, there's the way Arya is dressed; she wears armour nearly exactly the same as Ned's the last time they ever see each other.
Another possible cause for Littlefinger's very concerned look to Bran's words - aside from the WTH reaction anyone would have in such a situation - is that he could be understanding Bran knows he had a hand in planning the murder attempt on him. But also because it shows Littlefinger that Bran/Three-Eyed Raven understands his games, presumably knows Baelish was basically responsible for Ned's death. Quite a lot of responsibility!
He also knows where things are headed and he's likely playing his part to make sure the future unfolds correctly, just as his Three-Eyed Raven predecessor did what he had to do to make sure Bran took over his position.
"One of the things we learn from these cave painting is that the White Walkers didn't come up with those images, they derived them from their creators, the Children of the Forrest", says showrunner David Benioff.
Bran just gave Arya Stark the dagger they meant to finish him off with, and she still has Cersei on her list.
Moving forward, just pay close attention to one Stark in particular.
We're banking on a completely different Stark eventually slaying Littlefinger."He acts utterly differently, and really any semblance of personality he used to have has gone". When it's all said and done, the Seven Kingdoms would be much better all around if somebody just offed the guy - and boy, are we in luck! That has been his destiny from day one; this is where his story arc has been leading up to from the moment he got pushed out of that tower.
Now that the show is in its seventh season, it's increasingly unlikely that we'll actually get to see the character. The other two people from her list who are now dead that she most wishes she got a chance to kill herself are Joffrey, who was poisoned by Lady Olenna Tyrell, and Tywin, whom Tyrion killed by crossbow in the privy. He's now an incredibly powerful character now; having all the knowledge in the world puts you in a seriously advantageous position.
First, between Sansa and Arya, and then between Bran and Arya. Unless you want to know what happens. Interestingly, many of them represented symbols we've seen before on the show.