From A Wiki of Ice and Fire
The Dothraki horse god mirrors the importance of horses in Dothraki culture. Much is unknown about the Dothraki religion, but it appears to have no moral issue with raping and killing. The Dothraki believe in the stallion who mounts the world Prophecy, that a stallion will unite all the Dothraki into a single khalasar under a single khal and ride to the ends of the earth, thus children are considered a blessing.
The use of blood magic is also forbidden, though it might be part of the many Dothraki prejudices.
A Feast for Crows
References and Notes