Some "weird" expression
1."sally on the side"
2."see a shark on a mountaintop"
these lines are from Game of Thrones S1E4 & S1E5,help me out and I'll be grateful.1.Sam:"I know for a fact that some of the officers go to that brothel in Mole's Town."Snow:"I wouldn't doubt it."Sam:"Don't you think it's a little bit unfair,making us take our vows while they sneak out for a little sally on the side?"Snow:"Sally on the side?"
2.Lannisters:"I saw the youngest of the Greyjoy lad at Winterfell.It was like seeing a shark on a mountaintop."
and both comes from S1E4,33:51 and 38:50

Question

Some "weird" expression
1."sally on the side"
2."see a shark on a mountaintop"
these lines are from Game of Thrones S1E4 & S1E5,help me out and I'll be grateful.1.Sam:"I know for a fact that some of the officers go to that brothel in Mole's Town."Snow:"I wouldn't doubt it."Sam:"Don't you think it's a little bit unfair,making us take our vows while they sneak out for a little sally on the side?"Snow:"Sally on the side?"
2.Lannisters:"I saw the youngest of the Greyjoy lad at Winterfell.It was like seeing a shark on a mountaintop."
and both comes from S1E4,33:51 and 38:50

Answer

Sally on the side means, they are having a sex with girl outside the relationship they are supposed to be monogamous in.

Like seeing a shark on a mountaintop could mean a couple different things in the limited context given. But I think it was either a surprise for him to see her there, or she really stood out in her surroundings.

Answer

Could you post the sentences they were in?