"The hardest thing is in any series is when you build up a villain that's so impossible to defeat and then you defeat them. It has to be intelligently done because otherwise people are like, 'Well, [the villain] couldn't have been that bad when some 100-pound girl comes in and stabs him.' You gotta make it cool.
"And then I told my boyfriend and he was like, 'Mmm, should be Jon though really, shouldn't it?' "
Maisie's co-star Kit was also "surprised" by the twist - because he was expecting to be the one to kill the Night King.
He admitted: "I was surprised, I thought it was gonna be me! But I like it. It gives Arya's training a purpose to have an end goal. It's much better how she does it the way she does it.
"I think it will frustrate some in the audience that Jon's hunting the Night King and you're expecting this epic fight and it never happens - that's kind of 'Thrones'. But it's the right thing for the characters. There's also something about it not being the person you expect. The young lady sticks it to the man."
Maisie, like Kit, didn't read her script until the cast got together for a table read so she was stunned to find out she'd be the one to bring down the army of the dead.
She recalled to Entertainment Weekly: "I was coming into work and everybody was talking about episode 3 and [director Miguel Sapochnik] was like, 'Have you read the [season 3 script] yet?' "
When she said she hadn't, the director said he couldn't tell her why he'd asked, much to her bemusement.
She continued: "I was like, 'Are we fighting the wights? Does The Night King die? So who kills him? What happens?' And no one would say anything. Why is no one saying it? This is crazy."
Director Miguel Sapochnik wanted the twist to be a huge shock to fans.
He said: "I thought, 'Hmm, if I see Arya running then I know she's going to do something.' So it's about almost losing her from the story and then have her come in as a surprise and pinning all our hopes on Jon being the guy going to do it -- because Jon's always the guy. So we follow Jon in a continuous shot.
"I want the audience to think: 'Jon's gonna do it, Jon's gonna do it...' and then he fails. He fails at the very last minute. So I'm hoping that's a nice switch that no one sees coming."