It involves a lot of fucking. Some horrible drunken mistakes like laughing off a prophecy of dying with only a wooden sword in his hand... while teaching a girl to fight. Nothing could be more implausible or insulting for the First Sword. After a misunderstanding with several goats and the daughter of Ferrego Antaryon, he takes up an offer from some white guy named Eddard Stark to teach his daughter to "dance", which he naturally assumed it was a Westerosi euphemism for "fucking". Syrio assumed it was an ugly daughter who needed to be taught how to please a man. After initial awkwardness between Ned and Syrio, he began his stay in King's Landing.
Something like that.