Argella Baratheon

Argalia Baratheon is an unseen character in Game of Thrones. She is not expected to appear in the series, being long dead by the time it starts. Argalia is the daughter of Argilac the Arrogant, the last of the Storm Kings, and wife of Orys Baratheon, the founder of House Baratheon.

Background
Argalia Baratheon is the wife of Orys Baratheon, the first Lord Paramount of the Stormlands and is the distant ancestor of King Robert Baratheon and his brothers Stannis and Renly.

Orys, a commander in the army of Aegon the Conqueror and rumored to be his bastard half-brother, had been sent by Aegon to seize Storm's End, the ancestral seat of the Storm Kings and capital of the Stormlands. Orys defeated King Argilac the Arrogant and took not only Storm's End but also his sigil - the black stag - and words - "Ours is the Fury - as well as Argalia, to cement his rule over the Stormlands. He became the first Lord Paramount of the Stormlands.

Season 1
She's mentioned in Orys Baratheon's entry in The Lineage and Histories of the Great Houses of the Seven Kingdoms.

In the books
In the Song of Ice and Fire novels, the daughter of Argilac the Arrogant and wife of Orys Baratheon remains unnamed, though her story remains the same.