You Know Nothing
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Random thought that occurred to me today...Is it ever explained how Melisandre and Stannis came to link up before we meet them? Did she just show up and pledge fealty to him? How did she gain so much influence?
It's mentioned by Thoros I believe that a number of red priests came to Westeros as missionaries.
I believe Melisandre was one of them, ended up on Dragonstone, got Selyse's attention, and then the rest happened.