The Two Moons and The Sun

[KingAerys_II]

Doreah tells Daenerys a story of the origin of dragons. She says that there used to be two moons in the sky until the second moon wandered too close to the sun and cracked open, spilling a thousand dragons into the world, and when the Sun will kiss the first Moon the dragons will return back. Two moons are Daenerys and Rhaenys, the Sun is the symbol of House Martell, meanwhile Daenerys calls her husband "My Sun and Stars", so Rhaenys and Daenerys are the beginning and the end of House Targaryen. Why is the death of Rhaenys related to the birth of dragons? The tale of Nissa Nissa tells that when Azor Ahai killed her wife by piercing her heart, her cry of anguish and ecstasy left a crack across the face of the moon. We don't know the content of the letter, but after reading it, Aegon flies on Dragonstone, if she was tortured for two years, Aegon gave her the gift of mercy by himself, she died and her blood and sacrifice generated Quicksilver and the other dragons, however the effect of the sacrifice decreased till the birth of Morning, that died young, and the last dragon,that was small and sick.

[Kierria]

The legend is an attempt to explain the origins and the periodical rebirth of dragons.  It perfectly matches the story of Daenerys and Drogo.  Drogo, the Moon, got too close to the Sun, Daenerys, and burned.  The dragons are hatched, or rather released from the eggs.  Quentyn got too close to Daenerys and her dragons and got burned.  The dragons get out.  Daenerys is Azor Ahai.  Drogo was her Nissa Nissa.  Drogon, Viserion, and Rhaegal are the dragons who will multiply and repopulate the species. 

[KingAerys_II]

I think I could be wrong about the First Moon, it's probably about the Ametyst Empress and the Bloodstone Emperor, the moon that wandered too close could be an eclipse to freeze the world during the long night