One thing, I've found confusing is that Arianne Martell who is in line to receive real power in her own right, and rule over Dorne seems so eager to trade that in to be Queen Consort of Westeros. It's an expansion of territory to be sure, but it's giving up hard power for a much more tenuous position.
(Note how frustrated Cersei was by the discovery of how limited her power was as Queen, and how hard she fought to obtain some in her own right.)
I mean she ran away from home to try to marry Willas Tyrrell, which would be a great match for most women-but if she married him it would mean leaving Dorne to be the Lady of the Reach at Highgarden, and again surrendering the chance to rule in her own right something she doesn't appear to have considered. (And why marrying a well born Dornish man would actually be her best move, really-that way her husband could be her consort.)
Then there's her obsession with marrying a Targaryen. She automatically thinks Viserys, would have been a great match to make her Queen, (and it's a serious mistake that either she or Doran actually believe Viserys could have been king-they never met him but didn't they hear reports?!?) and seems poised to once more try with fAegon, (something unlikely to end well for her,) but I really don't get her fascination with the IT in the first place.
I almost wonder if Dorne with its more expanded roles for women has 'spoiled' her and kept her from understanding just how much more limited the roles of women are in the rest of Westeros; and how much more precarious is the position of a woman who marries into 'her' kingdom(s). Marrying a Lannister sure didn't improve Sansa's position any...