Rhaenys Targaryen (sister of Aegon I)

Rhaenys Targaryen is an unseen character. She lived and died centuries before the events of Game of Thrones, and is not expected to appear in the series. 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
Rhaenys was the sister of Aegon and Visenya, and was born on Dragonstone, the Targaryen stronghold in the Narrow Sea. Following Valyrian custom, she and Visenya both married Aegon. All three rode dragons, with Rhaenys the dragon known as Meraxes.

All three dragons were present at the burning of Harrenhal during the War of Conquest, and were later deployed at the Field of Fire, where they destroyed the largest army ever fielded against their troops and broke the back of resistence to their rule in Westeros.

Season 1
Arya Stark, whilst posing as a common serving girl in Lannister-occupied Harrenhal, discusses the razing of the castle with Lord Tywin Lannister. She mentions Rhaenys and her dragon, but admits that Visenya was more of a hero of hers.

In the books
In the Song of Ice and Fire novels, Rhaenys is said to have been the gentler, more playful and less serious of Aegon's sisters. Whilst she rode her dragon in battle, she was not a warrior in the same way her brother and sister were, and unlike them did not possess a Valyrian steel sword.

She bore Aegon one son, Aenys, who later become the second King on the Iron Throne. After Aegon's death. Aenys was followed by Maegor the Cruel, but after his death Aenys's son, Jaehaerys inherited the throne. This means that all later members of House Targaryen, including Daenerys, are descended from Rhaenys.