Humour theory was developed by ancient Greek and Roman philosophers and, like many other philosophies, was co-opted by the medieval Western Church. The idea is that humans are composed of four elements: blood, phlegm, yellow bile, and black bile. These elements correspond to the four elements of the universe: air, water, fire, and earth. To have good health, a human needed to keep these elements in balance. However, this is difficult because people tend to have a predisposition towards one or two elements over the others. You could tell which element was dominant based on certain character traits: for instance, phlegmatics are slow, ponderous, easygoing, and non-comittal, whereas cholerics (yellow bile) are judgmental, take-charge, decisive, and prone to anger. Also, certain temperaments gave one a predisposition to certain diseases. If you read any Shakespeare, you will need to have a basic grasp of the concept in order to get much of the character development and underlying philosophy. And in George Eliot's Middlemarch, Dr. Lydgate fights an uphill battle against the superstitions fueled by this theory. (One of the characters has famously ill health and makes great use of quackery, and the townswomen discuss about certain "drying" medications to help her "watery" disposition. As the ever-knowledgeable Mrs. Cadwallader says, "Everything depends on the constitution: some people make fat, some blood, and some bile - that's my view of the matter.")
The theory is not medically useful now that we have such discoveries as the germ theory of disease. But I can't help fitting certain humours with the different Game of Thrones characters. And since Westeros is based on medieval England, why not?
Some of the characters are obvious. King Robert Baratheon is a classic sanguine: full of laughter, prone to gluttony and drunkenness, lusty for all the sensory aspects of life, with a quick temper that immediately burns out without holding grudges. Jon Snow is a classic melancholic, with his brooding, thoughtfulness, tendency to depression, and ramrod ideals of justice. Other characters, like Arya, have a mixture of humours, and their life experiences bring one of them to dominance. I would argue that Arya in the beginning seems quite sanguine with some choleric mixed in, but the tragedies of her family bring the choleric disposition to the fore as a means of survival. This is why, in my opinion, she gets along so well with Tywin, a choleric if there ever was one. It's also interesting to see the different temperaments can go good or ill in different characters. For instance, Tyrion is also arguably a sanguine, but the trials of being a dwarf in that society give him a self-discipline and steadiness that Robert conspicuously lacks. Part of winning at the Game of Thrones, it seems, is making sure that one's humour doesn't get the better of you.
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