Visenya Targaryen

"Visenya Targaryen was a great warrior. She had a Valyrian steel sword she called "Dark Sister"."

- Arya Stark

Visenya Targaryen is an unseen character mentioned in the second season. She lived and died centuries before the events of the series, and is not expected to appear. She was the sister and wife of Aegon the Conqueror and helped him in his invasion and conquest of Westeros three centuries before the events of the series. She was one of the first Queens of the Seven Kingdoms.

Background
Visenya was the sister of Aegon and Rhaenys, and was born on Dragonstone, the Targaryen stronghold in the Narrow Sea. Following Valyrian custom, she and Rhaenys both married Aegon. All three rode dragons, with Visenya riding the dragon known as Vhagar. Visenya also wielded the Valyrian steel blade Dark Sister in battle.

Harrenhal was burned by dragonfire during the War of Conquest, and all three dragons later deployed at the Field of Fire, where they destroyed the largest army ever fielded against their troops and broke the back of resistance to their rule in Westeros.

She was the mother of Maegor Targaryen, known as Maegor the Cruel, the third King on the Iron Throne, but he died without issue, so all of the subsequent Targaryen rulers (including Daenerys Targaryen) claim their descent from Visenya's sister, Rhaenys.

Season 2
Arya Stark, whilst posing as a common serving girl in Lannister-occupied Harrenhal, reveals to Tywin Lannister that Visenya was a hero of hers. She shows knowledge of Visenya's role in razing Harrenhal.

Season 3
Shireen Baratheon gives Davos Seaworth a book about Aegon the Conqueror to read during his incarceration. Just before his release, Davos reads a passage about Visenya, having a bit of difficulty reading her name and that of Vhagar.

In the books
In the A Song of Ice and Fire novels, Visenya is said to have been the more temperamental of Aegon's sisters. She was a noted warrior but also had diplomatic skills. After the razing of Harrenhal, she flew on her dragon to Crackclaw Point and won the support of the native inhabitants by promising that they would hold fealty only to the Iron Throne and no other lords.

The World of Ice and Fire confirms that Visenya was the more martial of the two sisters. She supported the Targaryen fleet when it attempted to take Gulltown early during the War of Conquest, but was unable to prevent its destruction at the hands of the Arryn fleet. She did destroy much of the Arryn fleet with her dragon in vengeance, but could not follow up on the victory. Later, she joined her brother-husband on the Field of Fire, helping win a great victory there (despite sustaining a wound from an arrow). Afterwards she managed to secure the loyalty of House Arryn by simply flying her dragon to the Eyrie and allowing the King of the Vale (a young boy) a ride on her dragon's back, thus avoiding a bloody conflict.

Though beautiful, skilled in battle and fierce, Visenya was somewhat stand-offish in matters of the heart. Aegon allegedly spent only one night with her for every ten he spent with Rhaenys.