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Vhagar was the dragon ridden by Visenya Targaryen during the War of Conquest. Though smallest of the dragons, Vhagar was still large enough to swallow a horse whole, and its flames could melt armor.
While incarcerated and learning to read, Davos Seaworth had trouble reading Vhagar's name, even though he was able to read Visenya's with comparative ease. It must be said, however, that Visenya Targaryen is a very famous and important historical figure, while the name of her dragon might be less well-known to the uneducated.
- Vhagar at A Wiki of Ice and Fire (spoilers from the books)