Daena Targaryen

Daena Targaryen, also called Daena the Defiant, 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
Daena Targaryen was a Queen of the Targaryen dynasty and a sister of Baelor the Blessed, who imprisoned her along their sisters Rhaena and Elaena in the Maidenvault to prevent him from being tempted by carnal thoughts.

She also became the lover of her cousin, Aegon IV Targaryen. From their union, Daemon Blackfyre was born.

Season 1
Daena is mentioned in House Targaryen's entry in the book The Lineages and Histories of the Great Houses of the Seven Kingdoms

In the books
In the A Song of Ice and Fire novels, Daena was the bride of her brother, King Baelor Targaryen. He had taken her as his wife at the insistence of his father, Aegon III. However, the two never consummated their marriage. Instead, Baelor had, dissolved his marriage to Daena, and then, along with her sisters Rhaena and Elaena, locked her inside a section of the Red Keep that would become known as the Maidenvault, so they wouldn't incite him or others in the court to lust. During this time she escaped her confinement several times and had an affair with her cousin Aegon, despite he was married to his sister Naerys. When she became pregnant she refused to name the father and became known as "Daena the Defiant." She named her son Daemon and raised him alone.