I cry everytime I see this... and read the book "Lady," she whispered. For a moment it was as if the direwolf was there in the room, looking at her with those golden eyes, sad and knowing. She had been dreaming, she realized. Lady was with her, and they were running together, and ... and... trying to remember was like trying to catch the rain with her fingers. The dream faded , and Lady was dead again..."
They showed the dead mother direwolf in the HBO series, and she was huge. I figured that the reason they the Stark's wolves were smaller were because they were supposed to still be young and not yet full grown.