Played the game well? Sansa?
She goes to Cersei and agrees to write the letters, ruining Ned's plans when he was arranging to get them out of there. I get eleven (in the books) or thirteen (in the show) year old girls are not mature... but I dislike her vapidness and lack of forethought, because when I was eleven, when my daddy told me something, I damn well listened to him, even if I was too little to understand what was going on. And Ned wasn't even a crappy dad, he was a great one.
She stops feeling anything the moment they killed Lady? Well, she certainly was feeling enough to tell her sister she hated her and that she wished Arya had died instead of Lady.