On Game of Thrones, Daenerys Targaryen is often addressed by the Dothraki title "Khaleesi." Like many Game of Thrones character names, Khaleesi is becoming a popular girls' name in the United States. In fact, according to data collected by the Social Security Administration, in 2012, there were more newborn girls named Khaleesi than Betsy.
You can see more charts of Game of Thrones baby names at Vox.
If you're considering naming a child after a Game of Thrones character, then at least find out what has happened to that character in the books. What if the chosen namesake turns out to be a nasty person? Sure, you could name a child "Joffrey" after the second season of the show. But what connotations does that name have now?