I don't think all of the things Melisandre says are destined to come true. The show has shown that by Stannis' defeat at King's Landing. We'll see more instances of it coming up, and if we get to the 5th book, like Oriole Report mentions, she could easily be thinking that it's the girl on the pale mare or whatever she sees that Jon thinks is Arya but is really Jeyne Poole.
I did like the line about eyes staring back from the darkness. We've only seen Arya kill the one fat boy in King's Landing so far, right? I forget exactly when she gets a few more under her belt, but we know they are coming from the books. I don't have a problem with hinting at it in the show.