As a reminder, the story of Azor Ahai is the prophecy that Melissandrei has mentioned a billion times during Game of Thrones’ tenure.
Because while we’ve seen great houses pick each other apart for six seasons, the true fight for survival is against the dead who are approaching to destroy the entire continent.
It states that one protector, with their red sword, will save Westeros from the threat of the dead during the long winter.
Melissandrei believed Stannis Baratheon to be the prophesied Azor Ahai before his death, although she has since backed Jon Snow as the chosen one after reviving him from the dead.