From the beginning to the ending of Game of Thrones, it was Westeros that failed her, and Daenerys lost everything in her quest for the Iron Throne. So she finally snapped and unleashed all of her frustrations, grief, and pure rage on King's Landing.
Insecurity, jealousy, resentment, and even cruelty blinded the young heroine just as she was close to winning. Tyrion Lannister was, indirectly, responsible for Daenerys' downfall.
We were asked to believe that Daenerys was mad because they were telling us she was, but the audience knew better. She could have taken a dark turn somewhere down the line if there had been more time and more build-up. But in the show we watched, Daenerys was a perfectly sane person and ruler.
Daenerys Targaryen transformed into the Mad Queen in the penultimate episode of Game of Thrones, but why did Daenerys go mad? Essentially, the reason Daenerys burned King's Landing to the ground is that she had already lost everyone and everything dearest to her.
She is called The Unburnt because she walked into the flames and lived. But her brother sure as hell wasn't immune to that molten gold. Daenerys survived the flames when her dragons were born thanks to a mysterious, magical mix of Mirri Maz Duur, sacrifice, and dragon eggs.
Daenerys is immune to fire in Game of Thrones, but don't count on that extending to other Targaryens.
As the author himself once said in an online chat with ASOIF fans, in his book universe, Targaryens are not immune from fire—Dany surviving the dragon birth was a miracle. TARGARYENS ARE NOT IMMUNE TO FIRE!
Dany Had Lost Everything
In "The Bells", Daenerys had realized that her most loyal confidants and friends, whom she cultivated in Essos, were gone. Other than Grey Worm, who was mourning Missandei as much as Daenerys, everyone else who professed to support her was from Westeros.
King Baelor the Blessed was the first Targaryen to suffer the Targaryen Madness. He was overzealously obsessed with religion and purity, to the point that he starved himself into an early grave because he believed that food is of this world, and the material world is sinful.
However, the dragon also seemingly knows that Jon, ultimately, isn't to blame for Daenerys' death and that he's a person his mother loved. Drogon, the finale's script notes, "wants to burn the world, but he will not kill Jon."
Sansa had reason to distrust Daenerys. The Mad King killed her uncle and grandfather, and Sansa was at the mercy of a queen while a hostage in King's Landing. However, she rebuffs the Dragon Queen even when Daenerys risks her life to defend Sansa's home against the Night King.
Up until this point Daenerys Targaryen was aware that her father was called The Mad King - but she thought that it was a lie. She had no idea the extent of her father's insanity or that this trait ran in House Targaryen.
The titled referred to the iconic seat of power in Westeros around which many of the show's narratives revolved. But partway through the finale, Daenerys Targaryen was killed, and her last living dragon, Drogon, melted the Iron Throne in his rage and grief before flying away with his mother's body.
Destroying King's Landing
Daenerys' biggest mistake is her fiery destruction of King's Landing. The Targaryen queen destroys the Iron Fleet as her armies overwhelm the Lannister forces. The city surrenders, but a grieving Daenerys descends into Targaryen madness and burns thousands of innocent people with dragonfire.
In some ways, Aenys is one of the most tragic members of House Targaryen. Reared in the shadow of his mighty father and his very warrior-like brother Maegor, he seemed to always be far less than the others who surrounded him.
After asking her about the murder of POWs and seeing that she was completely unrepentant, the two embraced. They both professed their love for each other, and Dany once again asked Jon to rule alongside her. He vowed that he'd love her always, and then stabbed her in the heart.
Even when she was married away to Khal Drogo, she realizes that she is being raped but doesn't know how to fight back – portraying a weak and submissive woman. This violence and abuse exude a form of Post Traumatic Stress Disorder known as Battered Woman Syndrome.
Aerys II Targaryen, also called the Mad King and King Scab, was the seventeenth and last member of the Targaryen dynasty to sit the Iron Throne, ruling from 262 AC to 283 AC. His children that lived to adulthood, by his sister-wife, Rhaella, were Rhaegar, Viserys, and Daenerys Targaryen.
The individual known as 'The Mad King' is King Aerys II Targaryen. Through his marriage to sister-wife Queen Rhaella Targaryen, Aerys was the father of Queen Daenerys Targaryen (Emilia Clarke) and her older brothers, Crown Prince Rhaegar Targaryen (Wilf Scolding) and Prince Viserys Targaryen (Harry Lloyd).
“TARGARYENS ARE NOT IMMUNE TO FIRE!,” he said during a discussion with fans. 'The birth of Dany's dragons was unique, magical, wonderous, a miracle. She is called The Unburnt because she walked into the flames and lived. But her brother sure as hell wasn't immune to that molten gold.”
By Daenerys' own admission her brother was not a true dragon and so was burnt, but she – who shares the same parentage – did not succumb to the flames. Similarly Jon could not withstand the heat.
Daenerys could've been fated to go mad from the very beginning; it may well have been a plot George R.R. Martin gave to showrunners D.B. Weiss and David Benioff as the “broad strokes” for how he planned to end the book series. But the thing about madness is that you can't necessarily see it from the outside.
Jon regretted his decision to kill her deeply, questioning whether it was right, but ultimately acted for the good of the realm, egged on by Tyrion and Arya. So he approached her, called her queen, kissed her, and plunged a knife in her heart.
It gives us a decent idea of what Drogon did with Dany's body after he melted the Iron Throne and flew away from King's Landing. As theorised by Samwell Tarly in the finale, the dragon flew her to Volantis, where she'd grown up in exile after the death of her father, and cremated her body in line with family tradition.
Because dragons obey no one, Targaryens can ride them, but dragons are still independent creatures, lending their power to the Targaryen family, they are not required to obey each and every command.