A Wraith in Winter: The First Dream.

This is here for anyone that is utterly confused by what just happened in Luna: Dreamscape. Since I have some readers that know nothing about Game of Thrones and A Song of Ice and Fire, this is for you!

TL, DR: Luna witnesses Aegon the Conqueror's namesake conquering of Westeros and the forging of the Iron Throne with his sister-wives by his side.

Three hundred years before the start of the books, Westeros was divided into seven kingdoms, virtually always at war or disputing territory with each other. It's been that way for thousands of years. Aegon Targaryen took over Westeros with the help of his sister-wives, Visenya the violent one and Rhaenys the pretty one. They rode three great dragons into battle: Balerion the Black Dread, Vhagar, and Meraxes, with Aegon riding Balerion.

Targaryens have a history of incest to keep the bloodline pure, like most Valyrians. Now, the other dragons and the Valyrians had been wiped out by the Doom, probably something like a comet or volcano or horrible magic. House Targaryen ends up with the last dragons in the known world because they listened to the one crazy uncle that told them to move to some backwater island off of Westeros before the Doom. That island becomes Dragonstone, aka the island Luna first approaches, situated nicely in the middle of Westeros in Blackwater Bay.

The Seven Kingdoms

The Stormlands, aka the Deer
The conquests kicks off with an insult from Argilac Durrandon, the Storm King just to the south of Dragonstone. Details unimportant, but he's called Argilac the Arrogant. He dies in the field and one of Aegon's friends takes his lands and titles. Supposedly, Aegon's half-brother Orys, who takes the name Baratheon and the stag as his sigil. Orys marries Argilac's only daughter. And thus, House Baratheon (deer) rule the Stormlands.

The Iron Islands and the Riverlands, or the Seaponies and the Hippogriffs
The Ironborn (seaponies) usually just raid around the Iron Islands to the far west and are generally awful, but have recently taken over the Riverlands and killed their royal family. Harren the Black, the King of the Isles and the Rivers, orders a large fancy castle built, the biggest one ever to cement his rule over the Riverlands. He's very proud of it, up until Balerion melts most of it and kills his entire family, ending his line. The grateful Riverlanders (hippogriffs) accept Aegon pretty readily while the Iron Islands descend into anarchy and are subdued later. Aegon places House Tully in charge of the Riverlands, while House Greyjoy eventually yields to Aegon in the Iron Islands.

The Reach and the Westerlands, or the Earth Ponies and the Lions
Now, everyone's getting a little worried. House Lannister (lions) ally with House Gardener (earth ponies) to assemble a massive army to confront Aegon and stop him. Except all three dragons show up and annihilate the army in the Field of Fire. King Loren Lannister survives to yield, the Gardeners are wiped out and their stewards, House Tyrell, are installed as rulers.

The North, aka the Wolves
House Stark (wolves) have ruled as the Kings of Winter for thousands of years. The black direwolf on a white field is their sigil. They've been dealing with Wildings beyond the massive Wall even farther north and the Iron Islands messing with them for centuries. The North is massive, so it takes time to gather an army and march down to the Neck, connecting them to the rest of the Seven Kingdoms. By the time King Torrhen Stark musters his forces, he's facing a conventional army that outnumbers his own, and dragons. He kneels and offers his crown rather than fight.

The Vale, aka the Griffons
Up in the mountainous Vale above Dragonstone, House Arryn (griffons) are pretty confident in their defenses from land-based armies. Visenya flies up to the top and bypasses everything, finding the boy-king Ronnel and his mother completely unprepared. They surrender in exchange for some dragon flights around the mountain for fun.

Dorne, aka the Naga
At the far south of the continent lies Dorne. It's sandy and mountainous and everyone else thinks the Dornish are weird. House Martell (naga) rules Dorne. Unlike everyone else, they actually fight back hard enough to convince Aegon to back down, even killing Rhaenys and Meraxes in an ambush. (There are rumors they took her alive and did horrible sorcery to convince Aegon to back down.)

Readers may notice I listed eight kingdoms instead of seven. No one likes the Iron Islands.

Aegon gathers all the swords together and has Balerion melt them down into the Iron Throne, a massive ugly construction made of sharp sticks. It's very uncomfortable to sit on, but he does it like a champ. The Iron Throne becomes the symbol of a unified Westeros and the Seven Kingdoms, and House Targaryen are the rulers. As for the other pressing questions, such as why a young raven is trying to show Luna all this...

Winter is coming.