Remember in the books where Dany thought back to her childhood home?
"That was when they lived in Braavos, in the big house with the red door. Dany had her own room there, with a lemon tree outside her window"
However as the astute amongst you may have pointed out, there are no lemon trees in Braavos! What can this mean?
There are several theories on this:
- That Dany was brought up in the household of a powerful man who owned lemon trees despite them not growing on Braavos.
- That Dany was actually brought up in Dorne in secret.
Sounds nice, right? However, here is a third theory which I feel is much more coherent than those two and we can finally work out the masterplan GRRM has been working on, and boy it's a doozy but so obvious in retrospect.
She lived in a house with a red door. What else has a red door? Yes, that's right. THE RED KEEP!
Dany never left King's Landing! Think about it - she was only a baby when she was whisked away, and her brother was literally insane. She wouldn't know the wonders of Pentos from the dirt of Flea Bottom! Varys kept her close, but no-one knew how close! And as he knew all the secrets of the Red Keep he could easily find a room for her and her brother.
Illyrio Mopatis was there to mind them... if even there was such a person! After all, we've never seen him and Varys together!
Clearly needing some extra cash, Illyrio/Varys sold Dany to a rather unsavoury fellow for a bit of rumpy pumpy, telling her she would be a horse princess. Having no conception of what the world outside should look like, of course Dany would take a scrawny, filthy man on a knackered horse as the mighty and powerful Drogo and his Dothraki legions. Ironically the closest Dany comes to uncovering this deception is when she is given the stone eggs, which look just like stone (as they are some stones Varys found to give to the poor girl as pets).
So Drogo, Dany, her brother and Drogo's 'Dokrathi' (assumedly a band of beggars and cutthroats) stagger round Flea Bottom for a while, all the time Dany wondering at the amazing plains (she doesn't know what a plain is) and grass (mud and cloying poverty). They sleep under the stars (in the street) and Drogo has his wicked way with her.
What went wrong, who can say? All we know is that instead of returning Dany to Varys, Drogo got in a fight. Viserys ended up with a bucket of piss on his head (his 'golden crown') and ran away. Drogo's cut got infected (very likely in a place like Flea Bottom) and he died.
Dany immediately started a fire, and in the panic and confusion, became convinced that her stones had hatched into dragons. In fact there is much to indicate that these dragons are just three cats, displaying many of the characteristics of those animals.
Dany then led a band of madmen and beggars down the Kingsroad, planning to annex any inns or small farmhouses she comes across.
As Tyion is short and has tiny legs, it is more realistic that he catches up with her a few miles down the road rather than on the other side of the world!