Rhaenyra Targaryen

"Over there in that urn, the ashes of Aerion Targaryen. Aerion Brightflame they called him. He thought drinking wildfire would turn him into a dragon:  he was wrong."

- King Joffrey Baratheon points out what little remains of Aerion in the Great Sept of Baelor

Rhaenyra Targaryen is an unseen character in Game of Thrones. She is long dead by the time of the series. She was a Princess of Targaryen dynasty.

Background
Aerion was a Princess of the Targaryen dynasty.

Season 3
Touring the Great Sept of Baelor in King's Landing, King Joffrey Baratheon explains to Margaery Tyrell that Rhaenyra Targaryen was eaten by her brother's dragon while her son was force to watch. Joffrey points out the crypts where what little is left of her is kept.

In the books
In the A Song of Ice and Fire novels,