The 23-year-old, who debuted as Arya Stark aged 14, said her denouement was a “beautiful end to a decade of my life”.
The HBO fantasy epic came to a controversial end last year, leaving fans divided over its conclusion.
Speaking on The Tonight Show Starring Jimmy Fallon, Williams said: “We had such a blast. We loved it. I was so happy with my ending and it was just a beautiful end to a decade of my life. I couldn’t be happier with it honestly.”
Williams admitted that she was relieved fans could no longer ask her about spoilers but said many now wanted her opinion of the ending.
She added: “It is so nice. I used to walk down the street and every single person that would recognise me, the only thing they would want to know is like: ‘Tell me what happens in the next season. Did Jon Snow really die? Are you going to be blind forever?’ All of these things that I just couldn’t talk about.
“Now people just ask me, ‘What did you think of the final season?’ because there is a lot of speculation over the success of it.”
Williams recalled coming across a hint to her character’s fate during a costume fitting, when she saw a storyboard suggesting Arya would kill the Night King, leader of the undead White Walkers.
Asked whether they filmed multiple endings, she said: “We just had one script the whole time but in terms of finding out the story, I was at a costume fitting before we had received the scripts for the final season.
“I was looking on the wall because they had the breakdown (and) every scene had one sentence of what was going on.
“I was looking at episode three because it was called The Long Night and I was like, ‘Oh, that sounds like a battle’.”
Williams recalled seeing a note which said “Arya kills NK” but did not realise what the initials stood for.
The star is due to appear in X-Men spin-off The New Mutants, which follows five young mutants trapped in a secret facility.
It is directed by Josh Boone and boasts a cast including Anya Taylor-Joy and Charlie Heaton.