Warning: This article contains SPOILERS for the Game of Thrones series finale.
After Jon Snow killed Daenerys Targaryen in the Game of Thrones series finale, Drogon picked up her body and flew off - but where did he go? It wasn't surprising that Daenerys died in the final episode, seeing as she was responsible for the slaughter of approximately one million people - men, women, and children. However, it came as somewhat of a shock that Jon was the person to do it, and he did so by stabbing Daenerys in the heart with his dagger.
But the big thing here is what happened next. Drogon immediately knew that something was wrong when Daenerys was stabbed. He could feel it, and so he went to the throne room to check up on her, which is, of course, where he discovered that Jon Snow had killed his mother. Interestingly, though, instead of killing Jon, as Game of Thrones wanted viewers to believe was going to happen, Drogon destroyed the Iron Throne with his dragonfire. Then he took Daenerys and flew off into the distance. But where did he go?
It was unclear at first where Drogon went, but during the small council meeting, it was revealed that Drogon was spotted flying east. Unfortunately, Bronn interrupts right before viewers are told exactly where he was headed. But, logically, Drogon was flying towards Valyria. Not only is Valyria east of King's Landing, but that's where he went in Game of Thrones season 5 after he had disappeared. Plus, that's where the Targaryen family is from. So, it makes sense for Drogon to take Daenerys back home - to her real home.
Way back in the Game of Thrones season 1 finale, before Daenerys acquired all of her many titles, she originally referred to herself as: "Daenerys Stormborn, of the House Targaryen, of the blood of Old Valyria." She specifically calls out Old Valyria, knowing full well that's her real home, where the Targaryens came from when they first conquered Westeros. So, going back to Old Valyria is in keeping with the Game of Thrones series finale having a bittersweet ending.
Of course, this is something that may never actually be confirmed by the Game of Thrones writers and producers, but it could be noted in George R.R. Martin's final A Song of Ice and Fire books. But that's dependent on if he finishes the books and if the books have a different ending than the Game of Thrones series had.