In the Free City of Pentos, across the Narrow Sea, Viserys and Daenerys Targaryen live in the hospitality of Magister Illyrio Mopatis. Viserys has arranged to wed his sister Daenerys to Khal Drogo, the warlord of a Dothraki khalasar of forty thousand warriors. In return, Drogo will give Viserys the army he needs to reclaim the Iron Throne. Viserys prepares Daenerys for meeting the Khal. He tells her what a beautiful young woman she has turned into, and slips off her dress and fondles her breast. She looks away as if pretending it isn't happening and then steps into a scalding hot bath that has just been drawn. Daenerys, however, appears to be unharmed. Later, Drogo arrives at Illyrio's estate as Viserys notes the length of Drogo's braid. Dothraki have to cut off their hair when they are defeated, but Drogo's long hair suggests that he has never been defeated in battle. Viserys states that Drogo is "one of the finest killers alive." After taking a glance at Daenerys, Drogo rides away without dismounting from his horse. After Drogo’s departure, Viserys discusses with Illyrio the quest to sail back to his home continent of Westeros, inquiring when the wedding will take place. Daenerys is not pleased with the arrangement and blurts out that she does not want to marry Drogo. Viserys insists that Daenerys will marry him, because, in return, Drogo will give Viserys the army he needs to retake their father Aerys II Targaryen’s throne back from the usurper, King Robert Baratheon. He adds that he would let his sister be raped by all forty thousand of Drogo's men and their horses if it meant getting his throne back.

Later, Khal Drogo marries Daenerys and a great celebration is held, though he is unable to communicate with his new wife due to neither of them sharing a common language. Several people die in impromptu duels, which Illyrio says is a good sign: "a Dothraki wedding without at least three deaths is considered a dull affair." The bride and groom receive many gifts, but for Daenerys, two are particularly interesting. The first is a selection of books containing stories and songs from the Seven Kingdoms, given to her by Ser Jorah Mormont, an exiled knight of House Mormont. Ser Jorah swears fealty to Viserys as King and offers him his support and advice, which is accepted. The second is a box containing three beautiful, scaly stones. According to Illyrio, these are dragon eggs from the Shadow Lands that have turned to stone with the passing of time. For his gift, Drogo gives Daenerys a beautiful white mare as Viserys tells his sister to make Drogo happy. Drogo and Daenerys then ride down to the shore and consummate their marriage on the beach at sunset. Daenerys is visibly upset and terrified.

Some time later, the Dothraki khalasar travel into the long-grassed plains of the Dothraki Sea. Viserys accompanies the khalasar, meaning to stay with Drogo until he fulfills his end of the bargain and provides him with an army with which to invade Westeros, despite Ser Jorah Mormont's suggestion. He tells Viserys that he offended his liege lord, Eddard Stark, by selling poachers into slavery. When he received word that Eddard meant to execute him for the crime, he fled to Essos. Meanwhile, Daenerys is finding adapting to her new role as khaleesi to be a huge challenge, as she is fearful of her new husband and it is revealed that their first sexual encounter has left her injured. That evening, Dany asks her handmaidens if they have ever heard of dragons surviving in the east. Doreah, a former pleasure-girl from Lys, tells her an old story about how there used to be two moons in the sky. One wandered too close to the sun and cracked like an egg, spilling out thousands of dragons into the world. The other handmaidens, Irri and Jhiqui, dismiss the story, saying that the moon is the wife to the sun. In private, Doreah instructs Daenerys on how to please Drogo in bed but also how to use her skills to gain respect from him. Doreah tells Daenerys, "You are no slave," and that she should not have sex like one. Later, Dany nervously puts these plans into action and is surprised to find Drogo responsive once she starts using her body in combination with the Dothraki language to speak to him.

Some time later, whilst traveling further eastward, Daenerys commands the khalasar to halt, and wanders into a glade. Her peaceful walk is interrupted by her brother charging through the long grass on horseback. Viserys venemously attempts to renew his control over her and calling her a slut. However, one of Daenerys’ bloodriders named Rakharo defends her from his attempts at violence, stating through her handmaiden Irri's translation that he should take an ear from Viserys to teach a sense of respect. At first, Daenerys begs her men to spare her brother, but following an encouraging stare from Ser Jorah, she then grows into her confidence and orders them to spare Viserys, although he is shamed by being forced to walk the rest of the journey. Later, after setting camp for the evening, Daenerys is practicing her Dothraki with Irri, when her handmaiden makes the surprise discovery that Dany is pregnant with Drogo's child. She then assuredly predicts to Drogo that they will have a son, much to Drogo's approval. The pregnancy buoys the love between them. Word of her pregnancy, however, eventually reaches  the capital of Westeros, King's Landing, where King Robert Baratheon orders her assassination.

Some days later, arriving at the Dothraki home of Vaes Dothrak, Daenerys asks Jorah if he thinks the Dothraki could retake the Seven Kingdoms for House Targaryen. Mormont points out the difficulties of persuading them to cross the Narrow Sea, but believes success would be possible if that could be accomplished and if King Robert was foolish enough to meet them in open battle. He says that if their opponents retreated behind stone walls, the Dothraki would not be able to root them out. They move to discuss Jorah's background, and he admits to selling the poachers as slaves to raise money for his expensive wife. When Daenerys asks him where his wife is, Jorah replies that she is with another man in another place. Daenerys later invites Viserys to dinner and provides fresh clothing in the Dothraki fashion for him to wear. Viserys reacts angrily at being dressed in the "rags of savages" and strikes the pregnant Daenerys across the face. However, for the first time in her life, Daenerys fights back, hitting Viserys across the face with a heavy gold belt. As an astounded Viserys gawps at her, a furious Daenerys angrily reminds him of her position as Drogo's wife and the mother of his child, finishing with a threatening promise that if Viserys raises a hand to her again, she will see to it he loses his hands. Afterwards, Daenerys confides in Ser Jorah her realization that Viserys will never become King of Westeros.

Some weeks later, Daenerys is studying her dragon eggs. Despite Illyrio's claim that they are now only stone, she ponders if they might be hatched by extreme heat, and places an egg on a brazier. Nothing happens, to her disappointment. She is removing the egg from the brazier, when Irri comes in and thinks she will burn herself. Irri takes the egg from her, but Daenerys is completely unharmed, and it is Irri who suffers burns on her own hands. Afterwards, Daenerys is summoned by the crones who rule the city, the dosh khaleen, the wives of khals slain in battle. She eats a stallion's raw heart and the crones read the omens. At first it seems Dany won't keep the organ down, but, to both her and Drogo's relief, she is able to compose herself. A prideful Drogo witnesses the crones declare that his son will be "The Stallion That Mounts the World," a great conqueror whose coming is long foretold in Dothraki history. Daenerys says his name will be "Rhaego," in honor of her late older brother Rhaegar Targaryen, slain by the usurper King Robert. Viserys is not impressed and rather disgusted by it all, despite an explanation of the ritual from Jorah Mormont. It is only when the Dothraki are chanting Rhaego's name, and Drogo lifts Daenerys up and carries her about the room in a celebratory fashion, that her brother Viserys realizes how much the Dothraki love her.

Later that evening, at the prospect of his sister gaining the respect of the Dothraki, a drunk and bitter Viserys interrupts a feast that is being held for Drogo and Daenerys. He angrily demands for his payment in return for giving Daenerys to Drogo. Viserys then draws his sword, which is considered an offense punishable by death within the walls of the sacred city of Vaes Dothrak. When he threatens Daenerys and the unborn child, with his blade pointed towards her pregnant stomach, Irri translates to Khal Drogo. Drogo states that he is "no king", to which Viserys petulantly demands that Drogo took Daenerys but never provided the army he promised. Drogo then responds that he will give Viserys what he requests: a golden crown "that men will tremble to behold.” Viserys is pleased with the Khal’s response until Drogo's bloodrider Qotho seizes him and breaks his arm, forcing him to drop his sword. Qotho kicks Viserys to the floor. Drogo melts his golden belt of medallions in a boiling pot over the fire, while Viserys begs Daenerys to help him. Ser Jorah tells her to look away, but she won't. She watches as Khal Drogo "crowns" Viserys by pouring molten gold over his head, causing Viserys to cry out horridly in agony. Viserys falls forward and his head covered in hardening gold makes a loud clang as it connects with the floor. As Daenerys watches her brother die, she coldly states that, having been killed by fire, Viserys was no true dragon.

Some days later, Daenerys attempts to convince Khal Drogo about the benefits of an invasion of the Seven Kingdoms, but Drogo is reluctant to cross the Narrow Sea, despite the thousands of ships they could find in the Free Cities. He says that a man doesn't need an "iron chair" but only a horse. Daenerys later travels to the marketplace with Jorah and her handmaidens. She asks Jorah to help convince Drogo since the Seven Kingdoms are hers by birthright, but he reminds her that her ancestor Aegon the Conqueror took six of those kingdoms because he was capable of doing so with dragons. Jorah excuses himself while Daenerys wanders the markets with Doreah and Irri. A wineseller gains Daenerys’ attention and he is keen for her to try a particular vintage wine. Jorah then returns with suspicion that the wine has been poisoned and this is an assassination attempt. Jorah steps in and stops Daenerys from drinking it as the wineseller then attempts to flee. Rakharo, however, captures the man. Afterwards, Ser Jorah tells Daenerys that King Robert will never stop trying to kill her or her future children. Drogo  quickly arrives, glaring at the wineseller, and offers  Jorah the reward of any horse he chooses for foiling the assassination. Enraged, he begins to yell out in Dothraki that his army will cross the "poison water" as no khalasar has done before and take the Iron Throne for his son. Drogo's  khalasar departs Vaes Dothrak the next morning, with the wine seller tied naked to the saddle of Daenerys' horse, forced to walk until he eventually dies from exhaustion.

Having taken an oath to take the Iron Throne, Drogo has begun his march of conquest as the  Dothraki raid a village in Lhazar, a peaceful country south-east of Vaes Dothrak. To finance the war to come, they must raid villages and take people to sell into slavery, thereby gaining the money to hire ships for the khalasar to assault Westeros. Jorah and others try to explain this to Daenerys, but she is disturbed to see the aftermath as the Dothraki kill the villagers and raping their women. When she orders this to stop, the khalasar grow angry at not being able to take the spoils of their victory and take their complaints to Drogo, whom however is amused at his wife's fierceness. A bloodrider named Mago angrily accuses Drogo of being slave to a foreign whore and after a quick yet brutal fight, Drogo kills Mago, although he takes a deep wound to the chest in the process. Though Drogo dismisses it as a scratch, Daenerys insists it be treated and allows one of the women she rescued, a healer named Mirri Maz Duur, to treat the wound. Drogo's bloodriders protest, as Qotho derisively calls the woman a “maegi” (or witch).

The khalasar marches southwards to the edge of a great wasteland, but Drogo's wound festers, and he falls from his horse, a grave sign of weakness amongst the Dothraki. Daenerys tells the khalasar that they are stopping and orders Qotho to get Mirri Maz Duur to help Drogo. Qotho is unhappy with entrusting Drogo's care to the woman, whom he repeatedly calls a witch, but relents. At Daenerys' request, Ser Jorah armors himself and he then advises her to leave now, because Drogo is certain to die and when he dies, his lieutenants will fight amongst themselves to be his successor. Whomever wins will kill Daenerys' son, rather than risk the boy growing up to be a rival. Daenerys, however, refuses to abandon her husband. Mirri Maz Duur promises to save Drogo's life, but she needs to sacrifice a life in exchange. She takes Drogo's horse into his tent and starts the ceremony, slitting the animal's throat over Drogo's comatose body. As the crowd stands outside, loud growls are heard as a supernatural ritual begins. Some of Drogo's warriors become enraged at what they see, as Daenerys' attempts to interfere with the natural way of things. Qotho then tries to attack her, but Ser Jorah kills him after a swift fight. Daenerys starts to go into labor, but none of the Dothraki midwives will help her, thinking she is cursed. With no choice, Jorah takes Daenerys into the tent as the ceremony continues.

The following morning, in the wastelands beyond Lhazar, Daenerys wakes up to terrible news from Ser Jorah. Her son, Rhaego, is dead. He was born dead and deformed, covered with scales. The majority of the khalasar have also moved on, leaving them behind. However, Drogo lives. Daenerys insists on seeing her husband, and finds him in an unresponsive, catatonic state. Daenerys demands to know why as Mirri Maz Duur explains that when Daenerys "saved" her, she had already been raped three times and the temple she served had been burned and defiled by the Dothraki. She has now gotten her revenge and adds that while Daenerys did save her life, “what is life worth when all else is gone?”

That evening, Daenerys is in her tent tending to the dying Drogo, who remains in a vegetative state. She bathes him, talks to him, even tries to seduce him, but nothing she attempts shows any signs of reaction. Daenerys painfully realizes he is no longer cognizant and witnessing him in a state of immobility, she is brokenhearted. Absolutely devastated, Daenerys kisses her husband goodbye, then smothers him with a pillow until he reaches the Night Lands, the land of the dead where a Dothraki’s soul travels to.

Afterwards, Daenerys and her small retinue prepare a funeral pyre for Drogo. She makes a speech to the few who are left, saying if they stay with her she will lead them into a glorious future as equals. At Daenerys' command, Rakharo places the dragon eggs on the pyre. Ser Jorah believes that Daenerys intends to kill herself and pleads for her to reconsider, as they can sell the eggs and travel far away. Ignoring Jorah's pleas, she kisses his cheek, and sets the pyre ablaze, to which Mirri Maz Duur is bound to. Daenerys calmly walks into the flames as the witch screams in agony. She stands below the pyre as flames appear to consume her. At dawn, the fire dies down to smoke and ashes. Jorah and the rest of the khalasar awaken in astonishment to find a naked Daenerys alive and sitting among the ashes with three newly-hatched baby dragons crawling over her. Her clothes have burnt away and her body is covered in ash, but she is completely unharmed. One dragon nuzzles in her arm, another climbs her leg, and the third  pulls itself up to sit on her shoulder. At the sight of the mythical animals born anew, an amazed Jorah and Dothraki kneel and swear their allegiance to the “Mother of Dragons.” After Daenerys slowly stands up, the black hatchling on her shoulder rises, spreads its wings and screams, announcing the return of dragons to the world.

“I will give to him what he wants. I will give to him a golden crown and men will tremble when they will see it.”

— ‘A Golden Crown’

“I will kill the men in iron suits and tear down their stone houses! I will rape their women, take their children as slaves and bring their broken gods back to Vaes Dothrak! This I vow, I Drogo, son of Bharbo. I swear before the Mother of Mountains as the stars look down in witness! As the stars look down in witness!”

— ‘You Win or You Die’

“Let's speak no more about wooden horses or iron chairs… A khal doesn't need a chair to sit on. He only needs a steed.”

— ‘You Win or You Die’

“I will not have you burned. I will not give you that honor. The beetles will feed on your eyes. The worms will crawl through your lungs. The rain will fall on your rotting skin, until nothing is left but bones!”

— ‘The Pointy End’

“To my son, the stallion who will mount the world, I will also pledge a gift. I will give him the iron chair that his mother's father sat upon. I will give him Seven Kingdoms. I, Drogo, will do this. I will take my khalasar west to where the world ends and ride wooden horses across the black salt water as no khal has done before!”

— ‘You Win or You Die’

“Maybe I refused to enter the Night Lands without you. Maybe I told the Great Stallion to go fuck himself and came back here to wait for you. Or maybe it is a dream. Your dream, my dream, I do not know. You are the moon of my life. That is all I need to know. And if this is a dream, I will kill the man who tries to wake me.”

— ‘Valar Morghulis’