In the last episode (Season 6, Episode 7), Sansa wrote a mysterious letter. The viewers couldn’t tell who the letter is being written to, since it wasn’t shown.
However, a Redditor user, that goes by the name CreepyPancakes was able to decode the letter using his Photoshop skills.
1- First find the letter that Sansa is reading:
2- Invert the picture using Photoshop or any imaging tool
3- Zoom in
4- Enhance the image to make the characters clear
And the results are: “you promised(?) to protect me. Now you have a chance to fulfill your promise […] Knights of the Vale are under your command. Ride north for Winterfell. Lend us your aid and I shall see that you are well rewarded.”
After decoding the letter, it’s clear that Sansa is addressing Littlefinger, Littlefinger was the only one that promised Sansa to protect her, and he’s controlling little Robin Aryn’s, and therefore the Army of the Vale are under his command.
The only remaining question is… Will Littlefinger ride North and help the Starks take back Winterfell? I personally believe he will, he seems to be in love with Sansa, since she reminds him of her mother, his beloved Catelyn Stark.