I'm gonna start doing a character analysis. Of course, this is my own opinions but at the same time I hope to shed light on some of the lesser known characters for one, but also to show how alot of them are more a "grey" character than first realized.
For whatever reason I decided to start with Daenys the Dreamer.
http://gameofthrones.wikia.com/wiki/House_Targaryen
When Daenys was still a maiden she had a powerful prophetic dream, showing the destruction of Valyria. Her father, Lord Aenar Targaryen, moved his family and all of their belongings to Dragonstone, an island in the narrow sea off the eastern coast of Westeros. With them, they took five dragons. When the Doom of Valyria came twelve years later, House Targaryen was the only family of dragonriders which survived.
Daenys was married to her brother Gaemon. Their children were Aegon and Elaena Targaryen.
-Wiki of Ice and Fire
As you can see, she had a prophetic dream that caused herself and her family to flee Valyria before the Doom. If not for her prophetic dream, then House Targaryen would have died along with the rest of the dragonriders. Depending on your view of House Targaryen this could have been a good or a bad thing.
Daenys supposedly wrote down many of her other prophesies, which Maester Marwyn claims to have found 3 pages. This could be an interesting addition if her book of prophesy shows up unexpectedly. If her visions were genuinely of the future, we as readers can only speculate on which characters this could effect.
Personally I've went back and forth on the source of her dreams. It's said the Targaryens have the prophetic "dragon dreams," but it's also hard to just take this information as fact when you have people and creatures that are able to literally implant dreams and visions. The one detail that kinda turns my opinion to them having legitimate prophetic dreams comes from Daenerys in A Game of Thrones.
We see her having a series of dreams that, involve what we later find out is Drogon, the large black dragon she seems to be closer to. These dreams begin before the eggs are anywhere near her as far as we know. There is a chance Illyrio already was in possession of the eggs, and this is why the dreams began, but I believe this is one of the many details George RR Martin will leave unanswered.
As far as showing how this character is grey it's hard to take someone who is this far removed from the current timeline and show the good and bad. I don't believe she will have an important roll except to be a parallel for a character in our current timeline. Martin is notorious for having his history repeat itself in ways we don't always see immediately. It's just another aspect of Martin's writing that in my honest opinion puts him above most other current authors.
-Bran the Builder