He finds the toy he carved for Princess Shireen. He notices that it is charred. He checks the ground in the area and realizes it is the remains of a stake and fire. He understands now what happened to Stannis' daughter, and who is ultimately responsible.
Shireen Baratheon, daughter of Stannis. Hidden away due to her scarred face. She had greyscale, a deadly disease that nearly always kills adults. Children can survive it, but it leaves horrible scale-like scars.