Just because a character is alive in the Game of Thrones books, which are currently chronologically ahead of the TV series, doesn't mean they will survive the upcoming fifth season on HBO. This news comes from author George R.R. Martin, who had this to say in an interview with Showbiz 411: "People are going to die who don't die in the books, so even the book readers will be unhappy," he said. "So everybody better be on their toes. [Showrunners] David [Benioff] and D.B. [Weiss] are even bloodier than I am."
Of course, killing off characters on the show at different times than they occurred in the books has a precedent. Who can forget the deaths of REDACTED, REDACTED, and REDACTED.
Martin didn't provide further clarification about what this news means for the connection between the books and the show, which until this point have been mostly similar in terms of plots. Numerous interviews, both with Martin and the showrunners, have claimed both parties know where their story ends. How they get there, though, could involve different paths.
So long as Arya survives and claims the crown, we'll all be okay.