If the walls of Dragonstone could talk...
Dragonstone is a castle on a volcanic island of the same name near the entrance of Blackwater Bay. It was built by the Valaryians to resemble a dragon, and, as described in George R.R. Martin's books, was covered in stone gargoyles. The first Targaryen to inhabit Dragonstone was Aenar, who brought his family there after his daughter, Daenys, prophesied the Doom of Valyria, a mysterious and cataclysmic event that destroyed the Valyrian Freehold.
The Targaryens, having survived the Doom, continued to live on Dragonstone for years, until eventually Aegon the Conqueror invaded the mainland, kicking off a series of battles that resulted in the creation of the Iron Throne and the start of the Targaryen dynasty. Even after Aegon's Conquest and the creation of King's Landing and the Red Keep, Dragonstone remained in the family, with Aegon himself spending a lot of time there. The painted table that Dany runs her hands over in the premiere was used by Aegon to map out his conquest, and is in the room where he later died.
Dragonstone was eventually home to Rhaegar Targaryen, Daenerys' brother – and possibly Jon Snow's father. He lived there with his wife, Elia, and their children, while his father, Aerys II, served as king. Rhaegar later ran away with Lyanna Stark, kickstarting Robert's Rebellion, a war that would claim his life. After his death, Aerys sent his pregnant wife and their younger son, Viserys, to Dragonstone to escape the war waging in King's Landing. There, in the middle of a raging storm that would wipe out their fleet, she gave birth to Daenerys – hence the "Danerys Stormborn" of her title.