Did Arya became No One? The scene with Walder Frey was confusing. She can do that trick with the faces right? Or was it a mask & I completely missed it?
She never became no one, she never passed the tests and when she left it was pretty clear: "I am Arya Stark of Winterfell and I'm going home" She can't exactly be no one after saying that.
I don't know about the mask she used to kill Walder though, but she did that when she killed Meryn Trant too, so I guess she doesn't need to be no one in order to do it.
Arya didn't become "no one" - she didn't fully sacrifice her identity like the Faceless Men do. But she did learn enough of their techniques to put on a dead person's face. If this happens in the book too, there may be consequences for her - she has been warned that the faces are "as poison" for a person who is still someone - but that idea wasn't included in the TV series. Maybe it would have appeared if the ending wasn't as rushed.