Ser Willem Darry was an anointed knight of House Darry who served as the Master-at-Arms of the Red Keep under the rule of King Aerys II Targaryen. He was a staunch loyalist of House Targaryen. He died of an illness whilst in hiding in Braavos.
Ser Willem, as the Red Keep's Master-at-Arms, would train Crown Prince Rhaegar Targaryen in how to use a sword and a lance after Rhaegar decided that he had to be a knight. Rhaegar was a renowned fighter, and this would suggest that Willem was good with both himself and was a good teacher.
Willem was sent to Dragonstone with Queen Rhaella Targaryen and Prince Viserys III Targaryen after the death of Rhaegar at the hands of Robert Baratheon during the Battle of the Trident. After the death of King Aerys at the hands of Ser Jaime Lannister and Rhaella's death giving birth to Princess Daenerys Targaryen, the garrison of Dragonstone decided to sell the children to Robert, in return for their freedom. Willem and four other loyalists manage to smuggle them off the island and to Braavos, thus prolonging the Targaryen bloodline.
Willem would live with the two children after they were taken in by the Sealord of Braavos. At some point the knight is visited in secret by Prince Oberyn Martell, who arranges a marriage between Viserys and Arianne Martell, securing Viserys the support of Dorne if he chooses to return and claim his throne.
Willem is taken ill whilst Daenerys is still young, and dies of the same illness shortly later. After his death, the servants kick the Targaryen children out of the house and steal all their wealth and possessions, leaving them to wander the Free Cities.