Melisandre or Melisandre of Asshai is a shadowbinder from the distant country and city of Asshai, acting in the service of King Stannis Baratheon. She is also a priestess of the Lord of Light or Red God, R'hllor. She was sold into slavery as a child. Her name was once Melony.
Melisandre was a minor POV character in A Dance with Dragons. This fact was discovered before the book's publication after author George R.R. Martin laid out a series of clues for the new POV character's identity.
According to Melisandre, her ultimate goal is to ensure the victory of R'hllor over the Lord of Darkness and Cold, the Great Other, whose return will be heralded by a deep and lengthy winter. Melisandre has the ability to see visions of the future in fire, and concluded that Stannis Baratheon was Azor Ahai reborn, the man prophesied to lead the victory over the Others in this war. To do this he must become the King of Westeros.
After Stannis' defeat at the Battle of the Blackwater, Melisandre claims to have arranged the deaths of Robb Stark, Joffrey Baratheon and Balon Greyjoy through her magic, although the truth of this is uncertain. Melisandre sees that Davos is plotting to kill her and has him arrested. Davos is freed, but then he arranges the escape of Edric Storm who is one of Robert Baratheon's bastards and who Melisandre wishes to use in one of her blood sacrifices. When Davos Seaworth discovered a long-forgotten message from the Night's Watch begging for aid and warning of unusual events happening beyond the Wall, Melisandre realised this was the beginning of the true struggle and convinced Stannis to sail for the Wall with his remaining strength to prosecute the war from there.
Despite claiming benign motivations, Melisandre is viewed with suspicion from some, due to her extreme ruthlessness. She tries to warn Jon Snow that he is in danger, but he disregards her advice.