Game of Thrones Season 6 Discussion [SPOILERS WITHIN]

[FatAndFaithless]

Also, wasn't Tyrion that one whose knife it was? or was that just a show thing?

That's my recollection of it from the first book, too...

If I recall correctly, Littlefinger in the book did tell Catelyn that the dagger belonged to Tyrion, but in reality it was just one of the many weapons that Robert Baratheon hauled around with him.  It was in his royal carriage on the way up to Winterfell, so Littlefinger blaming it on Tyrion did seem reasonable to Catelyn time and place-wise.