At the Event Horizon chat on March 18, 1999, GRRM gave the following answer:

The Seven Kingdoms usage of course dates from the time of Aegon the Conqueror. At that time, there was the King in the North (1), the King of Mountain and Vale (2), the King of the Rock (3), the King of the Reach (4), the Storm King (5), the King of the Iron Islands, who also ruled the riverlands (6), and the kingdom of Dorne, which was ruled by a prince (7).

Waters for King’s Landing and Dragonstone, Snow for the North, Pyke for the Iron Islands, Rivers for the Riverlands, Stone for the Vale, Hill for the Westerlands, Flowers for the Reach, Storm for the Stormlands and Sand for Dorne. Some believe that the bastard name for Targaryen bastards is Blackfyre, however it seems that Blackfyre instead was a name which Aegon IV’s bastard son Daemon was allowed to take. This is supported by the fact that Daemon Blackfyre’s half-brothers are named Aegor and Brynden Rivers, because their mothers were of the riverlands, and Princss Elaena Targaryen’s bastard children by Lord Oakenfist had the last name of Waters.

It’s possible that this picture is being complicated with A Dance with Dragons, as Lollys Stokeworth’s son is noted as “Tyrion Tanner”. There’s a possibility that this is another bastard name, perhaps unique to King’s Landing. However, the fact that Lollys conceived the child after being raped behind a tanner’s shop may make it likelier that this is a kind of mocking byname that the child has already been bestowed.

The nine Free Cities are Lys, Myr, Pentos, Braavos, Lorath, Norvos, Qohor, Volantis, Tyrosh. Of these all but Norvos and Qohor are located along coasts or upon islands.

• Blackfyre - The ancestral sword of House Targaryen. Last known to be wielded by Bittersteel, one of Aegon IV's Great Bastards, after the death of Daemon Blackfyre and his sons on the Redgrass Fields. Whereabouts unknown since his death in the Blackfyre Rebellion, although his half-brother Bittersteel took up the sword on the battlefield and may have carried it off into exile. Martin has described it as having been a hand-and-a-half sword
• Brightroar - The ancestral greatsword of House Lannister. Lost with King Tommen II while on his quest to Valyria (III: 359).
• Dark Sister - Another sword of House Targaryen, first mentioned in "The Sworn Sword". Wielded by the likes of Prince Aemon the Dragonknight and Lord Bloodraven, one of Aegon the Unworthy's bastards. Whereabouts unknown. Martin has described it as a longsword, suitable for use by a woman.
• Dawn - Not actually a Valyrian steel sword, although comparable with one. It is made from the metal from a fallen star. It is at least two millenia old, according to GRRM in SSC. Also according to Martin at the D&D, "... sword of the morning is the title assumed by certain men of house dayne who are prooved worthy of wielding Dawn." It is presumably located in Starfall, the seat of House Dayne, as there is no Sword of the Morning and Lord Dayne is a boy. It is a greatsword with a blade "pale as milkglass".
• Heartsbane - The ancestral greatsword of House Tarly, it has been in the family for nearly 500 years (I: 225). Wielded by Lord Randyll Tarly.
• Ice - The ancestral greatsword of House Stark for the last 400 years (I: 20). Melted down and reforged into two blades at the command of Lord Tywin Lannister (III: 359).
• Lady Forlorn - First mentioned in "The Sworn Sword", it is the ancestral longsword of House Corbray.
• Longclaw - The ancestral hand-and-a-half sword of House Mormont for five centuries (I: 547). Having been left at Bear Island by the disgraced Jorah Mormont, his father Lord Commander Jeor Mormont had it in his keeping until he gave it to Jon Snow in thanks for saving his life.
• Nightfall - First mentioned in "The Arms of the Kraken", it is the ancestral sword of House Harlaw.
• Oathkeeper - Newly forged out of the melted-down Ice of House Stark, Oathkeeper was intended for Ser Jaime Lannister. However, he gave it to Brienne of House Tarth. It is a longsword.
• Red Rain - First mentioned in "The Arms of the Kraken", it is the ancestral sword of House Drumm. An ancestor, Hilmar the Cunning, "had won the blade from a armored knight with wits and a wooden cudgel."
• Widow's Wail - Newly forged out of the melted-down Ice of House Stark, Widow's Wail was intended for King Joffrey Baratheon. Following his death, it now belongs to his brother, King Tommen. It is a longsword.

GRRM has firmly stated that what happened with Daenerys at the end of A Game of Thrones was a unique event (SSL. EHC). That said, in A Dance with Dragons, it does seem that Daenerys has at least some supernatural protection from fire. While her hands are burned and blistered and her hair burned away, neither her scalp or any other part of her body was injured by her experience with Drogon’s fire.

The three great dragons of Aegon and his sisters were Balerion, Meraxes, and Vhagar. Aegon rode Balerion, Rhaenys rode Meraxes, and Visenya rode Vhagar.

Queen Alysanne, wife of Jaehaerys the Conciliator, rode a dragon named Silverwing. We are told that Balerion was killed some time in Jaehaerys’s reign.

Rhaenyra Targaryen rode the dragon Syrax during the Dance of the Dragons, while her half-brother Aemond rode Vhagar at that time.

Daenerys’s three dragons are Drogon, Rhaegal, and Viserion.

Legends of Serwyn of the Mirror Shield—a figure Martin says originates in from the distant past, but has been used repeatedly by contemporary singers—claim he defeated the dragon Urrax using his shield to distract it.

According to Tyrion and Haldon Halfmaester, Lomas Longstrider travelled the world and wrote to works, Wonders and Wonders Made by Man. He cataloged sixteen wonders in total, seven by the gods and nine made by man.

The only certain wonders appear to be the Valyrian stone roads, the fourth of the nine man-made wonders, (V: 117) and the triple walls of Qarth (V: 755). It may be implied in the text that the ruins of the Great Pyramid of Ghis, which we’re told Lomas Longstrider visited (V: 880), may also number among them. Speculatively, fans have considered the possibility of the Titan of Braavos, the Wall, the Hightower of Oldtown, and Harrenhal being among the other man-made wonders.

The natural wonders are not known, though readers have suggested that Casterly Rock and perhaps the Giant’s Lance might fit, as well as the Rhoyne, the Shadow, the Mother of Mountains, and the Fourteen Flames, among others.