User blog comment:The Dragon Demands/The History of House Targaryen. Part IV: The Dance of the Dragons/@comment-1164470-20131103111402/@comment-5014364-20131103193655

http://www.lagardedenuit.com/wiki/index.php?title=Rhaella_Targaryen_(fille_de_Daemon)

Daemon's daughter was named "Rhaena" not "Rhaella". Names repeat in dynasties. She was apparently named for Jaehaerys I's sister Rhaena, who rode Dreamfyre.

To tell the two apart, Daemon's daughter is known as "Rhaena of Pentos" because she was born and raised in Pentos (Daemon frequently went on military expeditions in Essos and had strong political ties in Pentos).