WARNING: ALL THE SPOILERS.
The final season of Game of Thrones has come and gone, and few fans - if any - can say they truly foresaw the series ending as it did. Many of the events that came to pass - including Arya slaying the Night King, Jaime going back to Cersei, and Bran Stark becoming King - were so unlikely as to be impossible to predict, but the heel-turn and end of Daenerys Targaryen was another matter entirely. There have been hints and clues throughout the series that Dany was a doomed character - and one piece of foreshadowing in particular pretty much laid out her future pathway back in Season 2.
When Daenerys visits the House of the Undying in Qarth, she does so on a mission to regain her dragons from those who have taken them. Along the way, she encounters a sequence of prophetic visions that, at the time, appear to be mostly metaphorical. With the benefit of hindsight, however, viewers can now see that what Dany sees in the House of the Undying isn't symbolic in the slightest - it’s a terrifyingly literal portent of her own damned future.
Daenerys Targaryen pays a visit to the House of the Undying in “Valar Morghulis,” the final episode in Game of Thrones’ second season. The encounter comes at an interesting time in Dany’s life - she’s just starting to transition from a naïve young khaleesi into the sort of queen that will soon conquer several cities with limited mercy.
In other words, the first seeds of the Mad Queen that will one day burn King’s Landing to the ground are being laid when Daenerys first sets foot in the House of the Undying, which makes it a particularly poignant time for her to receive prophetic visions of her future.
Daenerys doesn’t stop by the House of the Undying because she’s feeling touristy - she’s looking for her dragons. After being told that her children’s location can be found at the House of the Undying, she heads into the mysterious manse accompanied by Jorah Mormont and Kovarro - only to be magically separated from them shortly after entering.
She’s then presented with a series of doors, and behind them, a sequence of “tempting” visions. The illusions appear to Daenerys as attempts to sway her away from reclaiming her dragons, and perhaps trap her in a pleasant dream of sorts, and she puts an end to them by returning to the entrance. After six additional seasons of Game of Thrones, however, these visions look less like temptations and more like portents of the horrors to come.
As it turns out, Drogon, Rhaegal, and Viserion are being held by Pyat Pree and the warlocks of Qarth, blue-lipped mages that have the ability to cast prophetic illusions. Their intentions are unclear, but their magical abilities are readily apparent - and that lends credence to the idea that Daenerys’s visions in the House of the Undying are legitimate prophecy.
In the A Song of Ice and Fire books, the warlocks send Dany on her vision-quest with a magical hallucinogen known as shade of the evening, the very same substance that gives them their trademark blue lips. In Game of Thrones, however, the warlocks just need Daenerys to walk into their mystical House of the Undying before she’s whisked away to a series of future-telling illusions - a more direct display of power. Either way, it’s only a matter of time before Dany turns the tables on Pyat Pree and his chums.
The first visions Daenerys walks into at the House of the Undying looks almost exactly like a scene from Game of Thrones’ finale. That’s because the illusions place Dany in the ruined throne room of the Red Keep with the roof blown off and debris lying everything. The Iron Throne sits amidst a crumbling and abandoned Great Hall.
Of course, that’s the same state that Daenerys finds the throne room in when she finally reaches it in the series finale. She’s also the reason for it being in that state, having just wiped out much of King’s Landing on the back of Drogon - despite the city’s surrender. Dany has no idea, but she’s walking through a portent of her darkest deed - and the location of her inevitable demise.