But it's true that while we may feel a little better about her in the end ( beyond sacrificing a little girl in vain for The Lord of Light — sorry, that's unforgivable), but we only really know her throughout the series as a mysterious, cold figure and know less about her background. According to the Game of Thrones books, particularly A Dance with Dragons, Melisandre was a slave (possibly named Melony) in the city of Asshai in the Further East of Essos who was sold to a red temple when she was young. She grew up to be a red priestess of R'hllor (the Lord of Light) and a shadowbinder, whose life's purpose was to find a prophesied prince, Azor Ahai, who will lead the war and vanquish R'hllor's enemy, called the Great Other.