There is a very popular interpretation of the prophecy, which says Dany must travel east through the sea, around the globe of the world and reach Westeros from the west. I am almost certain that Dany will reach Westeros this route.
George R.R. Martin also pointed out in an interview, that no one has ever tried to do such a travel yet in the world of SoIaF.
That is interesting. It's George's story... but lord with , what , 8 thousand years of semi-civilization, and 5000 of the sort of advanced Valyrian one , seems like a long time for someone not to think of it.
When Columbus did it he thought he was going somewhere else than a new continent.