Game of Thrones is not for the faint of heart. If you can watch the gratuitous violence without getting sick then you're halfway there. But that's not even taking into account the dizzyingly vast and complex set of characters, countries, loyalties, accents, and prophecies. So, if at some point while consuming some of the internet's interminable quantities of Game of Thrones commentary and theorizing you stop yourself and think, wait who is Azor Ahai? you are not alone — but don't worry, there are a ton of Azor Ahai Game of Thrones theories circulating around that will (hopefully) answer that question.
Azor Ahai is the legendary hero from Asshai, where Melisandre is from, and his believers are generally followers of R'hllor. But, Azor Ahai may or may not be interchangeable with The Prince Who Was Promised, The Last Hero, or even the Dothraki's Stallion Who Mounts the World. Basically, all the known cultures in the universe of Game of Thrones suggest the coming of some hero, so for our purposes, let's assume they are all the same guy.
According to prophecy:
There will come a day after a long summer when the stars bleed and the cold breath of darkness falls heavy on the world. In this dread hour a warrior shall draw from the fire a burning sword. And that sword shall be Lightbringer, the Red Sword of Heroes, and he who clasps it shall be Azor Ahai come again, and the darkness shall flee before him.
When the red star bleeds and the darkness gathers, Azor Ahai shall be born again amidst smoke and salt to wake dragons out of stone.
So who do people believe could be Azor Ahai reincarnated?
Let's take a look at some of the most popular theories:
Dany has a lot working for her in terms of being Azor Ahai. She was born on Dragonstone which is volcanic, i.e. "amidst salt and smoke." She was reborn, kind of, amidst salt and smoke when she emerged from the fires of her husband's funeral pyre. She actually woke dragons from stone. She saw the comet for the first time on the day her dragons were born, which fits the "bleeding star" requirement. And, she is the child of Rhaella and Aerys Targaryan, which the woods witch (I know, so many witches) said the prince that was promised would be
The things working against her are the fact that there is absolutely no mention of a sword having to do with Dany, and also the fact that she's a woman (but, hey, you never know). Of course, her dragons could count as Lightbringer, in that they could be used as an invincible weapon. And Maester Aemon points out that in High Valyrian, the male and female pronouns are interchangeable, so the prophecy doesn't have to mean a man. Points for gender equality in Westeros!
After his resurrection, this seemed to be one of the strongest theories. If R + L = J is true, then Jon is a Targaryan, which fits the bloodline requirement. He has a Valyrian steel sword that was damaged in a fire, and happens to be the only kind of steel that can "cut cold" and kill The Others. He has prophetic dreams about fighting The Others with a burning sword. And Melisandre begs R'hllor to show her Azor Ahai and he shows her "only snow." The only problem is there are no real ways to incorporate salt and smoke and the bleeding star into Jon's prophecy.
Stannis has the endorsement of Lady Melisandre working for him. He also had a whole "rebirth" ceremony on Dragonstone, so there's the salt and smoke. He did this whole ceremony under the comet which would be the bleeding star. He created a new Lightbringer, Dawn, by pulling it out of a burning idol during the ceremony, and he is technically part Targaryan
Unfortuantely, Stannis also lost the endorsement of Lady Melisandre. Plus, his sword doesn't give off any heat, is therefore pretty obviously not the real deal. Basically, there's no evidence that he is Azor Ahai except what Melisandre manufactured. Oh, also he's dead.
Rhaegar Targaryan believed his son was the prince who was promised before he died, plus he was born on Dragonstone amdist — you get the idea. A red comet was seen on the night of his conception, and he is Dany's brother. The thing is, he may be a Blackfyre pretender, in which case he's completely disqualified
Hopefully we'll get our answer at some point in Season 6, otherwise it's this list is going to just continue to grow.