"He remembered a time when he had thought that Lord Eddard Stark might marry him to Sansa and claim him for a son, but that had only been a child’s fancy. (ADWD)"
I think this quote really demonstrates what a lonely life Theon has lived, and how deep down, underneath all his arrogance and ironic smiling, he wanted to be part of a family. He wanted the Starks to accept him. He didn’t want to be some expendable object that Ned might have to execute at any moment. Maybe if he married into the family, he would be safe.
Theon spent ten years observing the Starks, and despite all his resentment at being a hostage, despite his fear that he could lose his head someday, he would have seen that the Starks are a good family. That Ned is a good father who loves his kids. That Ned’s sons don’t abuse each other the way Rodrik and Maron used to abuse Theon. And Theon would have longed to be a part of that. To be part of a good family, to be a true brother to Robb and a son to Ned, to banish the sense of emptiness and isolation that’s been part of his life since he left his home.
Theon just wanted to belong. He wanted to be somebody’s son, but he was all alone. The boy with no family.
What is your personal ambition now?
Jessica Lange: To be happy. I regret those times when I’ve chosen the dark side. I’ve wasted enough time not being happy.