History
Melisandre was born a very long time ago in a city called Asshai. We’re not sure exactly what she got up to over the next 400-odd years, but she grew very powerful in the magic arts and eventually attached herself to Stannis Baratheon, who tried to take the Iron Throne after his brother Robert’s death.
Melisandre can do things. She can give birth to shadow assassins. She can drink poison and not die. Her magic may be dark, but it’s real, and Stannis pinned a lot of his ambitions on its success. He believed in it so wholeheartedly that, when he was trying to take Winterfell from the Boltons during a vicious snowstorm, he took Melisandre’s advice and burned his daughter Shireen alive to make the snows stop. It worked, but it also inspired most of his men to abandon him, and the Boltons slaughtered him.
A deeply disheartened Melisandre fled back to Castle Black, where she didn’t mention the whole daughter-burning incident to anyone. But she did make herself useful by resurrecting Lord Commander Jon Snow, who’d recently been murdered by a group of disgruntled underlings. Convinced that Jon was the messianic figure she’d mistakenly taken Stannis to be, she followed him during his successful campaign to reclaim Winterfell. However, just when things were looking up for Melisandre, her old frenemy Davos Seaworth found out what happened to Shireen, and Jon banished Melisandre from the North.
Status
The show very pointedly didn’t kill Melisandre at the end of season 6, so odds are she still has some part to play. But with a character as mysterious as her, it’s hard to know what that part is.
Melisandre believes she must fight the White Walkers, but the man who most earnestly shares her desire has banished her from his presence. Where might she go now? In the trailers for season 7, we see her at Dragonstone, where she hung out with Stannis for a few seasons and where Daenerys intends to make her new home base. Might Melisandre find yet another new messiah to follow?