It was in the book, that letter.
When Dany follows Pyat Pree into what becomes The Palace of Dust, she sees her brother, Rhaegar. He plays a harp with silver strings. Jorah confirms that her brother had a harp like this and played it. She tells him of her vision of Rhaegar, with his son Aegon, and how the former said of his son, 'His song is of ice and fire,' and how when he, Rhaegar, sees her, and he remarks, 'But the dragon has three heads.'
So who are the three heads?
The command of the dragons will be interesting, because Euron Greyjoy gave the Dragonhorn to his brother Victarion, and the red priest Morro tells him how to use it. Yet, when Quentyn sets Rhaegal and Viserion free, that woman is there, what the hell is her name?, and Quentyn sees the two dragons eyeing her and recognises that they are looking for their mother, Dany. Drogon, of course, recognised Dany in the fighting pit. It will also be interesting to see what happens because of course, the bloodrider who took off with the greatest number of men from Drogo's khal is the one who finds her with Drogon.