Rhaena Targaryen (daughter of Aegon III)

Rhaena Targaryen is an character in Game of Thrones. She is not expected to appear in the series, being long dead by the time it begins. Though unnamed, she appears in the "The Red Keep" featurette of the Histories & Lore section of the Season 3 blu ray.

Background
Rhaena Targaryen was a Princess of the Targaryen dynasty and a sister of Baelor the Blessed, who imprisoned her along their sisters Daena and Elaena at the Maidenvault to prevent carnal temptations.

In the books
In the A Song of Ice and Fire novels, Rhaena was the second daughter of King Aegon III. She's described as a feminine beauty, soft and sweet, more rounded than her two sisters. She loved lace and gold trim and often embroidered depictions of faith on her clothing. She had silver-gold hair, more gold than silver. Unlike Rhaena and Elaena, she never chaffed at their confinement. She was heavily influenced by her brother, eventually becoming a septa of the Faith of the Seven.