It was Grey Wind that alerted Sansa to someone near them, as she sat with Lady's head in her lap, contemplating while stroking the fur on the massive head. While Grey Wind had taken note, he hadn't risen from where he settled by Sansa, just watching his siblings playing and the young blond who approached.
There was a degree of concern, not everyone would be used to wolves in their orbit, and many might take them to be dangerous like those uninformed in Westeros did. However, given the number of warriors within Goodland, Sansa was prepared to explain them where she needed to.
Summer and Shaggy Dog seemed keen to meet the new person after all, and rather than leave her in suspense, "They won't hurt you," she didn't like raising her voice, but it felt more important to make sure the blond girl heard her. "They just want to play." They did seem to have the most energy, those pair.