It's not that complicated. Dany reaches for the Throne, which is what she really wants, but she hears her dragons, has a moment of doubt, but goes to them, and leaves the throne. The scene with Drogo is the same - she is about to loose herself in this perfect dream but she hears her dragons again- and leaves Drogo. It's a test. A test which proves dragons are more important to her than the throne and her marriage. She chooses them over everything else and she doesn't allow herself to get lost along the way. She is the Mother of Dragons.
And yeah, the throne room is a ruin which may point to the fact that by the time she'll reach it Westeros will be in ruin as well. But it may also show how destructive her actions in the future may be. As for the Wall, it may mean that it's a destination she's bound to appear in. The scene rises it significance. But I wouldn't dwell on it all. The truth is the visions in the tv-show don't really tell much.
Edited by zuziako, 05 June 2012 - 07:58 AM.