From A Wiki of Ice and Fire
The Storm God is a god of the Ironborn. He is the eternal enemy of the Drowned God. He lives in a cloudy hall and ravens are his creatures. He sets snares to lure the Ironborn to their destuction and send storms at sea.
It is said that the Storm God in his wrath plucked Balon Greyjoy from his castle and cast him down, but he is now feasting in the watery halls of the Drowned God. It is whispered that Crow's Eye offered a blood sacrifice to appease the Storm God so that the ship could sail so far to the west, rather than hugging the coast, enabling the raid on the Reach to be a surprise.
The Grey King
The Grey King killed the first sea dragon, Nagga with aid of the Drowned God. From her bones he made his hall, which he heated with Nagga's living fire. For a thousand years he reigned. He plotted his war against the Storm God. When the Grey King died, the Storm God snuffed out the fire.
References and Notes