Rhaego

Rhaego is an unseen character in Game of Thrones. He was the son of Daenerys Targaryen and Khal Drogo. He was named in honor of his uncle, Prince Rhaegar Targaryen. According to a Dothraki prophecy, he would have been the Stallion Who Mounts the World, a great khal of khals who would have united the Dothraki as one horde and used them to conquer the entire world.

Season 1
Daenerys's handmaiden Irri realizes that Daenerys is pregnant with Drogo's child. They throw a small feast to celebrate. Ser Jorah Mormont is troubled by the news and sends word of it to his paymaster, Varys, in King's Landing. Daenerys tells Drogo she is certain the child will be a boy.

Daenerys strikes her brother Viserys after he threatens her and her unborn son. King Robert Baratheon orders that Daenerys, her unborn child and Viserys all be killed. In Vaes Dothrak omens are taken and the crones proclaim that Drogo's son will be the Stallion That Mounts the World. Daenerys names him Rhaego for her deceased brother.

Rhaego is reportedly stillborn and comes out looking like a monster. Mirri Maz Duur claims that he had scales like a lizard, was blind with bat-like wings, and had innards full of graveworms. She also says that when she touched him, his skin fell away from his bones, and that it was his death that paid for Drogo's life.

Season 2
Rhaego is seen as a small child in the arms of Drogo, while Daenerys looks at him, knowing that they are both only an illusion.

In the books
Despite being told that her stillborn baby was a monster, Daenerys is visited by images of Rhaego as he would have been had he survived. He appears to her as a young man with his father's physique and tanned skin colouring with the traditional Targaryen purple eye colour and long, silver hair.