We've seen where Daenerys is headed in 'Game of Thrones' back in season 1

The "Game of Thrones" season six premiere
centered around Jon Snow , Sansa Stark , and the
controversial Sand Snakes . But we also had a
close look at Daenerys Targaryen's latest
adventure in Essos.
Daenerys was last seen in season five in a field
after she wandered away from Drogon . A
khalasar of Dothraki found and captured
her, and brought her back to their khal. We saw
this play out in the first season six episode,
when Daenerys was presented to Khal Moro and
he threatened to rape her

Khal Moro was very close to undressing Daenerys in
front of his khalasar.

Daenerys managed to talk her way out of any
abuse by convincingly informing Khal Moro that
she was the former wife of Khal Drogo, and
khaleesi to his khalasar. Thankfully, he takes her
at her word and says she will not be touched by
anyone in his khalasar. Sleeping with another
khal's wife is against the Dothraki code of
honor, even if he is dead.
But, when Daenerys requests that he help her
return to Meereen, Khal Moro and his own
khaleesi tell her there is only one place for the
wife of a dead khal: Vaes Dothrak, the only
Dothraki settlement.
If Vaes Dothrak doesn't sound familiar, it's
because the last time it was mentioned was
during season one. Khal Drogo brought
Daenerys there when she was pregnant with his child

Daenerys in season one. 

New khaleesis have to visit Vaes Dothrak and be
presented to the Dosh Khaleen — a group of
former khaleesis who are revered and respected
by the Dothraki.
The Dothraki people do not live in town or
villages, and they don't build huts or permanent
shelters. They roam through the Dothraki sea in
groups (khalasars) and only return to Vaes
Dothrak when they have conquered a group of
people. Each time they pillage a new place,
Dothraki take the statues and idols from the city
and bring them to Vaes Dothrak.
The buildings in Vaes Dothrak were all built by
slaves, never by the Dothraki themselves, and it
is against Dothraki custom to allow steel blades
to be drawn. Vaes Dothrak is a sacred place, and
spilling blood there is sacriligious. That's one
reason why Khal Drogo killed Viserys Targaryen
with molten gold — he couldn't draw his blade
in Vaes Dothrak.

Khal Drogo had no love for his brother-in-law Viserys.

In season one, Daenerys preformed a

ceremonial horse-heart eating in front of the

Dosh Khaleen, a scene many fans won't soon

forget. While Khal Drogo watched and the Dosh

Khaleen chanted, she chowed down on a raw

horse heart using nothing but her hands and

teeth.

Daenerys ate that horse heart in beast mode.

The Dosh Khaleen range in age, since they join

the club whenever their husband's die. In a

violent and unpredictable place like the

Dothraki Sea, that could mean when they're

teenagers or when they're middle aged. Here's

one look we got at a member of the Dosh

Khaleen in season one:

An unnamed woman from the Dosh Khaleen.

The older women ("crones") are considered to

be the respected and listened to almost like

shamans or high priestesses. They are the only

Dothraki people who live permanently in Vaes

Dothrak.

Vaes Dothrak has no walls — just an entryway

featuring two horse sculptures. This is what it

looks like in season one:

Vaes Dothrak's entrance in season one.

HBO released a clip of Daenerys arriving in Vaes

Dothrak in season six. The set has changed a lot

since the first season. Now, the settlement is in a

sandy desert area, and the horse statues are

high above the people.

Take a look:

Vaes Dothrak in season six. 

An overview of Vaes Dothrak from the sky.

So Khal Moro and his khalasar are planning on

bringing Daenerys to Vaes Dothrak, where she

will be forced to live for the rest of her life —

according to tradition.

Anyone who's been paying attention to

Daenerys would bet that she won't be too happy

at this plan. But under the watch of the

khalasar, how can she escape? Perhaps Jorah

and Daario will track her to Vaes Dothrak and

rescue her.

Or maybe Drogon will wake up from his nap

and realize his mother isn't where she's

supposed to be. He did rescue her from the

fighting pits in Meereen, after all. And if you've

been keeping up with the trailers for the new

season , it looks like Drogon may come to her

rescue again.

Drogon's shadow can be clearly seen among the

Dothraki.

Perhaps he will blowtorch Vaes Dothrak just like

the Sons of the Harpy. We'll have to wait for

another few episodes to know for certain, but at

least now you'll understand this mysterious city

a little more.