In the season finale, we see Daenerys Targaryen hatch the dragon eggs during the burning of her husband, Drogo's, corpse. So what are dragons, in the world of Game of Thrones, and what will they bring?
We know that no living characters in Game of Thrones have ever seen a dragon in person. They've been extinct for perhaps hundreds of years--recent enough that stories of them are more than just conjecture, but far enough away that people probably don't think dragons will make a return.
So what will Daenerys do with the dragons? It's hard to tell. While Daenerys "does not have a gentle heart", as she says herself, she isn't a warlord or a maniac. She is unlikely to use the dragons for evil, but who knows what the dragons might do in the wrong hands? In addition, who is to say that Daenerys will have total control over the dragons? For all we know, they have very distinct personalities and will not follow her commands.
This might be a semi-spoiler, but even then, you won't ruin the entire second season by reading on. The dragons reportedly are named Drogon, after Drogo, Rhaegal, after Daenerys' stillborn son, Rhaego, and Viserion, after her brother, Viserys Targaryen. Since all of the dragons are named after people who died violent, untimely deaths, perhaps the dragons will be used for means of vengeance? Stay tuned, and the second season will answer all our questions!