Jaqen H'ghar: "None of the first Faceless Men were born to lords and ladies. They began as slaves in the mines of Valyria."
Arya Stark: "Who was the first?"
Jaqen H'ghar: "He was no one. The Many-Faced God taught him how to shed his face and how to give the gift. The man taught others in exchange for their service. Many served, many more gifts were given. Soon all the masters and overseers were gone and the Faceless Men fled."
Arya Stark: "Where did they go?"
Jaqen H'ghar: "Here. They founded the Free City of Braavos and built this house. These were the faces they wore in life when they were not wearing others. The first Faceless Men. And now a girl is one of them, if a girl desires."
Arya Stark: "A girl has no desires."