In Meereen, the goatherd brings the corpse of his daughter Zalla to Daenerys and tells the story of how a large dragon killed her with its fire. This greatly disturbs Daenerys, which results in her decision to confine Viserion and Rhaegal to the catacombs.
In the books
In the A Song of Ice and Fire novels, Zalla's character is named Hazzea, a four year old girl who was killed by Drogon. Her father brings her burned bones to Daenerys. Daenerys is plagued by guilt and orders her three dragons caged, but Drogon escapes. Daenerys pays the father hundred times the worth of a lamb, and promises him that Hazzea's bones shall be laid to rest at the Temple of the Graces, and a hundred candles shall burn night and day in her memory. Daenerys also tells the father to come back every year at Hazzea's nameday, and she will make sure his other children shall not want, but on condition that he does not tell anyone how Hazzea died.
It is unknown why the TV series changed her name.