"Zhey Rakharo, zhey Aggo, zhey Kovarro. Fichi hrazef zinayi kishi. Ma yer adothrae tith; ma yer heshtith, ma yer valshtith. (Rakharo, Aggo, Kovarro. Take our remaining horses. You will ride east, you southeast, you northeast)."
Aggo was a member of KhalDrogo's khalasar and a member of Daenerys' khas. When Drogo's khalasar fractures, he remains loyal to Daenerys. He pledges his fealty to her after the birth of the dragons. She names him as one of her bloodriders alongside Rakharo and Kovarro.
Daenerys leads what remains of her khalasar deep into the Red Waste. Facing starvation she sends Rakharo, Aggo, and Kovarro to scout in three different directions, using the last remaining horses. Aggo is sent southeast.
In the A Song of Ice and Fire novels, Aggo is one of the three bodyguards of Daenerys Targaryen and is named both ko and bloodrider after she hatches her dragon eggs. He's an adept archer who saves Daenerys' life from Cohollo, one of Drogo's bloodriders.
Following Khal Drogo's death, Aggo and the other two bloodriders Jhogo and Rakharo are among the few who remain with Daenerys. Before entering the funeral pyre, Daenerys gives Aggo the dragonbone bow that was her bride gift and names him her ko. Aggo accepts the bow with lowered eyes, saying "I cannot say these words. Only a man can lead a khalasar or name a ko." However, once Daenerys comes out of the pyre alive and with the born dragons, Aggo is the second of the bloodriders to declare "Blood of my blood", and since then he is totally loyal to Daenerys.
After Daenerys rides Drogon away from Meereen, Aggo and Rakharo go to look for her at the Dothraki sea, instead of Jorah and Daario who are held captive by the Yunkai at that point of the story.