Legend of Bael the Bard
Bael the Bard climbed the Wall, took the kingsroad, and entered Winterfell as a singer under the name of Sygerrik of Skagos. There he sang until midnight for the lord. Impressed by his skills as a singer, Lord Brandon Stark asked him what he wanted as a reward. Bael asked for the most beautiful flower blooming in Winterfell's gardens. As the blue winter roses were just blooming, Brandon agreed to offer him one. The following morning the single virgin daughter of the lord had disappeared. In her bed was the blue winter rose Bael had received from her father.
Lyanna Stark loved the scent of blue winter roses. The crown of the queen of love and beauty that Prince Rhaegar Targaryen gave to Lyanna at the Tourney at Harrenhal was made of the roses. In one of Eddard Stark's dreams, the statue of Lyanna in the crypt under Winterfell has a garland of blue winter roses. In the fever dream Eddard Stark has about the Tower of Joy, he dreams about a storm of rose petals blowing across a blood-streaked sky, as blue as the eyes of death, whilst he hears Lyanna Stark screaming his name.
House of the Undying
While in the House of the Undying in Qarth, Daenerys Targaryen has a vision of a sweet-scented blue flower growing from a chink in a wall of ice. This could indicate Jon Snow's true parentage due to Lyanna's association with imagery of blue winter roses, and Jon's service in the Night's Watch at The Wall.
After capturing Winterfell, Theon Greyjoy dreams of the feast that Eddard Stark held for King Robert Baratheon, except the feasters are all dead. Although he never met her, Theon thinks his vision of a slim, sad girl wearing a a crown of pale blue roses can only be Lyanna.
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