Where did Daenerys Targaryen's three dragon eggs come from in Game of Thrones? The Mother of Dragons, which she would later be known, raised the dragons as if they were her children over the course of the HBO series. Rhaegal, Viserion, and Drogon went on to become integral to Daenerys' quest for the Iron Throne, but only the latter would survive until the end.
Daenerys' three dragons were the first to be born in over two centuries, leading Westeros to believe that magic had finally returned. The flying fire-breathers were used by men throughout history to destroy armies and conquer nations. Prior to Daenerys, the last known dragons were owned by her ancestor, Aegon I Targaryen, and his sisters. House Targaryen used their dragons to take over the Seven Kingdoms before the creatures died off, sending the species into extinction.
The notion of dragons was first introduced in the Game of Thrones pilot episode, "Winter Is Coming". Viserys Targaryen arranged for his sister, Daenerys, to marry Khal Drogo, much to her initial displeasure. Illyrio Mopatis was the one who set up the deal so that Viserys would get army from the Dothraki in his mission to claim the Throne. A Dothraki wedding was officially held shortly after, and a celebration ensued. Daenerys and Khal received a number of wedding gifts. The most notable present was a trio of petrified dragon eggs given to Daenerys by Illyrio. The Magister of Pentos also added some insight into where the eggs came from.
Illyrio shared that the dragon eggs came from the Shadow Lands beyond Asshai and that they turned to stone after much time had passed. The Shadow Lands was located in Essos, thousands of miles to the east of Westeros. At the time, Daenerys wasn't too informed about her family's history but she instantly felt some sort of connection to the eggs. She didn't truly investigate the power behind the eggs until after the wedding celebration.
As Daenerys started to care for the dragon eggs, they started to become richer in color. The black, green, and gold eggs remained unhatched despite Daenerys' efforts. After smothering Khal as a mercy kill, she placed the eggs in his funeral pyre. With the help of a witch, Daenerys lit the pyre and walked through it unharmed. From doing so, the three dragon eggs hatched, and Rhaegal, Viserion, and Drogon were born.
After spending adequate time training the creatures, Daenerys was able to transform them into loyal adversaries. She was eventually able to teach them by command and weaponize the dragons in her fight across Westeros. Unfortunately, Daenerys lost two of her dragon children over the course of the series. Viserion was killed by the Night King and was later turned into an ice dragon. Rhaegal was struck and killed by Euron and the Iron Fleet's ambush when Daenerys arrived in Dragonstone. Drogon, on the other hand, outlived his caretaker and took her lifeless body to an unknown location after melting the Iron Throne.
There were a number of known dragons deeper in Game of Thrones history, but the question remained if others could exist. Avid viewers had hoped that more dragons would appear before the series ended but they didn't get their wish. It wouldn't have been a surprise to learn that other eggs were hidden in the far corners of the two continents. That doesn't rule out the possibility that a dragon or two will appear in George R.R. Martin's long-awaited novel, The Winds of Winter. There's also a chance that the flying reptiles could be involved in the upcoming Game of Thrones prequel series.