The shock of the loss of her father, combined with the Greens' ruthless betrayal sends her into early labor. Without modern medicine, a baby born so early had very little chance of survival in the best of circumstances - and in these terrible conditions the baby, a girl named Visenya, is stillborn.
Prosthetic designer confirms: the baby was deformed
“When the babe at last came forth, she proved indeed a monster: a stillborn girl, twisted and malformed, with a hole in her chest where her heart should have been and a stubby, scaled tail. The dead girl had been named Visenya. “
Rhaenyra, recalling the death of her mother in childbirth, refuses help from her maidens as the pregnancy wreaks havoc on her body. Knowing something is wrong, she gives birth all by herself. The baby doesn't survive. The family and its inner circle gather as the child's body is burned on a funeral pyre.
As a result, more devastating and gruesome deaths are to follow, with one of the war's unfortunate victims being Queen Rhaenyra's son Joffrey Velaryon. In Fire & Blood, the source material for House of the Dragon, Joffrey dies when he tries riding Rhaenyra's dragon Syrax out of the Dragonpit and falls off of her.
Rhaenyra's baby died during childbirth.
We only briefly see Visenya in the TV series, but Fire and Blood, the book House of the Dragon is based on, gives a detailed description of the malformed baby.
Aegon III, aka Aegon the Younger: Rhaenyra and Daemon's first child together. Aegon Targaryen, aka Jon Snow: Yes, he comes much later, when a song of ice and fire plays out. But he could be the prince that was promised, though that's still up for debate.
The moment happens in season 3, episode 4, “And Now His Watch Is Ended,” when Joffrey Lannister is chilling with Margaery Tyrell and giddily explains, “Rhaenyra Targaryen was murdered by her brother, or rather, his dragon. It ate her while her son watched. What's left of her is buried in the crypts right down there.”
Rhaenyra does not give birth till the next moon cycle, in Fire and Blood, but her anger at being taken her birthright by her half-brother, Aegon II Targaryen, drives her to labour. Rhaenyra screamed and cursed Prince Aegon, Queen Alicent, and her baby within her, for three days.
Daemon shows his genuine care and attention to Rhaenyra several times before the two marry. This doesn't take away from the many destructive and inappropriate parts of their relationship, but the books imply that Daemon does love Rhaenyra.
Daemon is really angry because Rhaenyra is being passive. In his mind she wants to make peace with the greens when they possibly killed or poisoned Viserys (we see him checking for poison in ep 8 and he accuses Alicent of killing Viserys in ep 10) and they usurped the throne. Something that he very much wants.
The birth defects of Rhaenyra's stillborn baby in House of the Dragon's season 1 finale have major connections to Game of Thrones' Daenerys and House Targaryen's history.
Princess Rhaenyra Targaryen labored for three days in her apartments in the Sea Dragon Tower of Dragonstone. One month premature, Visenya was a stillborn.
As Rhaenyra screams while having her miscarriage, House of the Dragon continues to briefly cut to a roaring Syrax. When Rhaenyra's pain becomes more intense, Syrax is shown to be increasingly anxious and full of rage.
The entire time, she is cursing both Alicent and her brother and, eventually, the baby inside of her whom she is begging to get out. When finally did give birth to the baby, it is said that the child had a hole where her heart should have been, a tail, and scales for skin—a monster, as her mother had cursed her to be.
Rhaenyra has been pregnant with her daughter Visenya since House of the Dragon's latest and last time jump, and it is heartbreaking to see her deal with this loss. The way in which the scene plays out makes it especially disturbing.
So, who is the real father of Rhaenyra's children? In the show and in George R.R. Martin's Fire and Blood novel, it is heavily implied that Ser Harwin Strong, a knight and the captain of the City's Watch, is the true father of Jacaerys, Lucerys, and Joffrey.
While House Of The Dragon episode 4 showed Daemon was able to seduce Rhaenyra by kissing and undressing her, he couldn't fulfill the act due to impotence.
While this is a revelation in and of itself, this sequence also highlights the truth of Daemon and Rhaenyra - he is an abuser and she is his victim, albeit perhaps one who does not see herself as a victim.
But, while time may heal all wounds, 10 years certainly wasn't enough time for Alicent's wounds to heal over being lied to by Rhaenyra. We last saw her find out the truth in "We Light the Way" that Rhaenyra lost her virginity to Ser Criston Cole (Fabien Frankel).
Rhaenrya takes the news of her son's death none too well. The look she gives the camera upon Daemon delivering the news suggests she is ready to burn Alicent's family alive. The Season 1 finale was named “The Black Queen,” and it seems that Rhaenyra is finally ready to take on that title.
Daemon shows wife Rhaenyra the message; she recognizes that if Luke's claim to the title is questioned, so could the legitimacy of her three sons with Harwin Strong. Daemon puts a hand on Rhaenyra's belly. She is pregnant with their child.
In House of the Dragon episode 10 alone, Rhaenyra grieves the deaths of her father Viserys, stillborn daughter Visenya, and 14-year-old son Lucerys. At the beginning of House of the Dragon's season 1 finale, Rhaenyra learns of her father's death, with her grief and anger inducing the labor of her daughter Visenya.
The story of the princess and her valiant knight did not end as a fairy tale, though. A sordid and controversial story began to spread that Rhaenyra lost her virginity to her uncle Daemon at age 16. No one knows if that is true. But Targaryens had long married within the family to keep their bloodlines pure.
With no one left to help her, Aegon II demanded his dragon Sunfyre to kill and then consume his older sister right in front of the eyes of her last remaining child and future king, Aegon The Younger.
Eventually, Rhaenyra is killed, as is Aegon II, meaning both major claimants to the Iron Throne are dead. As Aegon had no heirs, the Iron Throne fell to Aegon III, Rhaenyra's firstborn son with Daemon Targaryen.