That night she dreamt that she was Rhaegar, riding to the Trident. But she was mounted on a dragon, not a horse. When she saw the Usurper's rebel host across the river they were armored all in ice, but she bathed them in dragonfire and they melted away like dew and turned the Trident into a torrent. Some small part of her knew that she was dreaming, but another part exulted. This is how it was meant to be. The other was a nightmare, and I have only now awakened.
The host armored in ice could be a suggestion that the battle she should be preparing for is not against the armies of the Seven Kingdoms, but rather of the Others, against which dragonfire looks likely to prove an important weapon.
Someone was in the cabin with her.
"Irri? Jhiqui? Where are you?" Her handmaids did not respond. It was too black to see, but she could hear them breathing. "Jorah, is that you?"
"They sleep," a woman said. "They all sleep." The voice was very close. "Even dragons must sleep."
She is standing over me. "Who's there?" Dany peered into the darkness. She thought she could see a shadow, the faintest outline of a shape. "What do you want of me?"
"Remember. To go north, you must journey 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."
It certainly seems that Quaithe is able to use magic to send an image of herself to Dany and hold a conversation thereby. It could simply be a sort of waking dream, but it probably is magical in origin.