Warning: Spoilers ahead.
It was always going to be a tough ask to fit every single last answer and plot point into last night’s Game of Thrones finale. After 8 seasons, there’s a lot to deal with.
The battle for the Iron Throne finally ended with Jon Snow killing his aunt/queen/lover Daenerys Targaryen after being persuaded that she won’t be a benevolent ruler. Instead of one of the Targaryens taking the throne, as expected (don’t forget Jon is one too), Bran Stark was nominated for the leadership by Dany’s former Hand, Tyrion Lannister (whose brother once threw the young Stark out a window—we’ve come a long way, baby!).
After Jon stabs Dany, her remaining dragon, Drogon, approaches. Instead of taking revenge on Jon for killing his human mother, Drogon blasts the Iron Throne with dragon fire and melts it all away. Some people had questions about why the dragon seemed to suddenly have such nuanced logical and metaphorical judgment, but there’s no doubt it was followed by a beautiful moment in which Drogon took Dany’s body and flew away with it.
One other question remained: Where exactly did Drogon go with Dany? It’s not formally answered in the episode, but one character says that the dragon has been seen flying east. This gives us two options.
First, what we know about the Targaryens is that they are originally from Valyria, also known as Old Valyria, in Essos—which is, per its name, east of Westeros. This could be a likely destination for them both, seeing as it’s where the Targaryens traditionally lived with their dragons.
Second, you know what else is in Essos? The Dothraki Sea. Drogon and his dragon siblings were born in the Dothraki territory, and he may be flying back to the place he feels is home. In her season 2 vision in the House of the Undying, Dany reunited with Khal Drogo and their son after leaving the throne room, so perhaps that indicated where she might be, or want to be symbolically, after finally ascending to the ruling seat and then meeting her death.
Wherever Drogon went with Dany’s body, Bran—sorry, KING Bran—does mention that he’s able to find the Dragon with his Three-Eyed Raven skills. Who knows whether that’s the end of Drogon’s story? Either of these possibilities make a sad sort of sense, but you have to admit it’s yet another sad aspect of the ending: Drogon, the last dragon in the world, alone with the body of his hatcher and queen.