Who is Azor Ahai?

What does the legend actually claim?

In our own words, the legend describes a hero who once fought back an age of darkness with a sword that burned, and it promises that he will be born again when the darkness returns. The sword has a terrible origin story: to make it, the hero drove the blade through the heart of his wife, Nissa Nissa. The red priests read the story as scripture, and the faithful watch for a set of omens that are supposed to mark the hero's return.

The trouble with any prophecy in this series is that it is reported by people with something to gain from it. The legend reaches the reader through priests, maesters and hedge prophets, never as a plain record, so every candidate the story offers comes attached to someone who wants that candidate to be the answer. That is less a weakness of the writing than its point: the books are interested in what belief does to the believer.

Why does Melisandre choose Stannis, and then Jon?

Melisandre attaches herself to Stannis Baratheon because his cause needs a miracle and she has one to offer. A prophecy that names him as the hero reborn turns a dynastic quarrel into a holy war, and it gives a hard, unloved claimant something no rival can match: the promise that he is chosen. Her faith in him shapes his campaign in A Clash of Kings, where she becomes his closest adviser and wins his wife to her religion.

In the show her certainty fails with Stannis, and she transfers it to Jon Snow, whom she brings back from death in the sixth season. Jon fits the pattern she wants better than Stannis ever did: he comes back from the dead and stands against the army of the dead, the very darkness the legend speaks of. Yet the show keeps her conviction at a distance, treating it as one more thing a desperate person believes rather than as the story's verdict.

Is Daenerys the prince that was promised?

She is the other name most often given, and the show itself raises it. In the seventh season Melisandre suggests that Daenerys and Jon both have parts to play in the prophecy, and she urges Daenerys to bring Jon to Dragonstone. That pairing has an appeal for readers who think the prophecy may not mean one person at all, since on screen the two of them are the last of the dragon's blood and their alliance is what stands against the dead.

In the novels the argument rests on hints rather than statements. Maesters and priests in the books connect the promised hero with the return of dragons, which is the strongest thread tying the prophecy to Daenerys. But the published books stop well short of an answer, and the hero the legend describes is defined by a sacrifice that no candidate has yet clearly made. Until the remaining novels appear, any case for Daenerys is an argument rather than a fact.

How does the ending treat it, and how is the valonqar different?

When the war against the dead reaches its climax in the eighth season, the decisive blow falls to Arya Stark, a character no prophet ever named. Some viewers read that as the show deliberately undercutting the prophecy; others read it as the show losing interest in it. Either way the series never stops to declare that the prophecy was fulfilled, which leaves Melisandre's long search as the story of a believer rather than the revelation of a hero.

The valonqar is often confused with Azor Ahai but is a separate prophecy entirely. A fortune teller makes a prophecy to the young Cersei Lannister that turns on a little brother, valonqar in High Valyrian, and it shadows her chapters in A Feast for Crows. Readers still argue about whom the word is meant to point at. It is personal where the legend of Azor Ahai is cosmic, which is why the two are worth keeping apart.