Calla is a Meereenese noble.
Calla is the seven-year-old daughter of Master Mighdal, one of the Great Masters of Meereen. She was tutored by a slave named Fennesz before Daenerys Targaryen abolished slavery in the city.
When Fennesz explains his background to Daenerys, he mentions that Calla has come to admire her after learning about her family's history and her accomplishments.
Behind the Scenes
The name Calla was selected by the show writer D.B. Weiss in honor of Carla, the wife of his beloved childhood friend David Migdal (Mighdal).
In the books
In the A Song of Ice and Fire novels, there is no equivalent to this character.
The only other person named "Calla" is "Calla Blackfyre", a daughter of Daemon Blackfyre.