Rhaega is the Mara personification of the daughter of Jon Snow and Daenerys Targaryen. She is named after Rhaegar Targaryen, the real father of Jon Snow and the older brother of Daenerys. Targaryens have a history of keeping marriage in the family so the union of Jon and Danny would not be an unusual one. Both parties are also unaware of their relation so they wouldn't see a problem initially. The bolimo best shows her dragon and wolf heritage while the color red is a favorite of Rhaegar.