"To go north, you must go south. To reach the west, you must go east. To go forward you must go back, and to touch the light you must pass beneath the shadow."
Asshai, Dany thought. She would have me go to Asshai. "Will the Asshai'i give me an army?" she demanded. "Will there be gold for me in Asshai? Will there be ships? What is there in Asshai that I will not find in Qarth?"
"Truth," said the woman in the mask. And bowing, she faded back into the crowd.

Clearly, Quaithe wishes Daenerys to go to Asshai. The first two sentences seem to mean that to reach Westeros in the northwest she must first go to Asshai in the southeast. Touching the light by passing beneath the shadow is more curious, however. Asshai is described as being besides the Shadow, not within it. Why would Dany need to pass beneath the shadow, and what sort of light might she find there?

One theory is that Lightbringer, the Red Sword of Heroes, is hidden within the Shadow and Daenerys must recover it. Another is that Daenerys will perform the unique feat of reaching Westeros by sailing east across the Sunset Sea, thereby landing on the western shores. Martin has emphasized the fact that no one has made the journey before. Finally, the truth Quaithe promises is unknowable. It could be about Lightbringer, it could be about the true danger of the Others,it could be the truth about her family, or it could be all of these things and more besides.