Visenya Targaryen

"It wasn't just Aegon riding his dragon, it was Rhaenys and Visenya, too... Rhaenys rode Meraxes, Visenya rode Vhagar... 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.

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 of the Seven Kingdoms, 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, while posing as a common serving girl in Lannister-occupied Harrenhal, reveals to Tywin Lannister that Visenya was a heroine 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. For that matter, Visenya was also a skilled ruler: Aegon did weigh in on major decisions both before and after the Conquest, but he usually left his sisters to handle the day-to-day tasks of governance (aided after the conquest by the new "Hand of the King", their bastard half-brother Orys Baratheon).

Rhaenys died in Dorne before the end of Aegon's reign, and a few years after Aegon's death their bastard half-brother Orys died during a rebellion in the Vale, meaning that Visenya was the last surviving member of the Conquest-generation of Targaryens. She continued to exert political influence during the reign of Aegon's successor, Rhaenys's son Aenys I. Through unexplained circumstances, despite the fact that Aenys I had a son, he was succeeded by his half-brother Maegor. Visenya died later in Maegor's reign.

Maegor was the only child that Visenya ever had. When Maegor came of age, he married one of the daughters of Visenya's sister Rhaenys (the daughter was thus Maegor's half-sister, and full sister of King Aenys). Maegor died without surviving issue, and was succeeded by Aenys's son Jaehaerys I - which means that later generations of Targaryens (such as Daenerys) are not directly descended from Visenya.