We first met Melisandre in Melisandre in season 2, in the company of Stannis Baratheon, the “rightful King.” She is a Red Priestess of the Lord of Light. The Lord of Light is a deity that has not spread deep into Westeros.
Oona Chaplin was announced as a new cast member for season 2 of Game of Thrones about one mese ago. Since then we’ve been trying to figure out who exactly she will be playing.