I didn't get the recap since I watched it on demand.
Just seems like a pointless scene, but what do I know, I haven't read the books!
I have an idea as to why this guy has given Sansa the necklace.
If there is another massacre, ala the red wedding, the necklace will act as an identification to keep her alive.
I havent read the books so don't know if the guy who gave her the necklace has ties to any family going for the throne though I.e. A baratheon, starc or the dornish guys but given the scene was shown, the necklace is important and it comes from a guy who Sansa saved his life.
If it was just a thank you present, then it doesn't matter if someone else sees him giving it to her he waited for her to be alone to give it to her so no one saw him give it to her.
But given how prominent all the lannister characters are, surely they can't kill them off. On the other hand, they did that to the starcs....
Great episode, I am starting to like the hound and arya story, though where the hell are they heading? I thought arya wanted to leave to that place where that coin is from to learn black magic so That she can kill the people that killed her family. But now she is tagging on with the hound, but where?