The Dothraki appear halfway through Game of Thrones season 1, episode 1 "Winter Is Coming." In Pentos, Viserys Targaryen, and the wealthy Magister - Illyrio Mopatis wait for the arrival of the Dothraki chieftain, Khal Drogo in order for him to take a look at his potential bride, Daenerys Targaryen. Illyrio brokers a marriage between Daenerys and Drogo with the aim of using the latter's army to help Viserys win the Iron Throne. This, of course, happens without Daenerys' consent, and Illyrio does so as he stands to gain immensely from the arrangement. As for the stupid and vicious Beggar King - Viserys, he couldn't be happier that Khal Drogo is at Illyrio's doorstep: