The Citadel: Prophecies

V: 379 - A Girl in Grey

"I have seen your sister in my fires, fleeing from this marriage they have made for her. Coming here, to you. A girl in grey on a dying horse, I have seen it plain as day. It has not happened yet, but it will."

This is an example of Melisandre receiving accurate visions, but misinterpreting them. As it becomes clear in a later Jon chapter, she is in fact seeing Alys Karstark, fleeing a forced marriage to her cousin.