Before that she was sure Stannis was the one she was searching for, and was super upset when she found out he wasn't at the end of last season. Shows terrible judgment on her part, I mean, Stannis is a total tool and that's pretty damn evident.
Now if you've read the 1,000-page books in the series, you'd know that "the prince that was promised" is supposed to be an important piece of the GOT puzzle: they're going to be the one to unite the Seven Kingdoms or at the very least, be a major player in resolving all this crazy stuff that's been going on.
There's loads of characters talking about this prince, and the name Azor Ahai is often seen in connection with the promised prince.
Now some fans believe that these two prophesies are separate, while others believe that Azor Ahai is the prince that's been promised. Still with me? Good.
Azor Ahai is a prominent, mythical figure who exists in Melisandre's fire religion. He was this badass hero with a fiery sword he used to destroy the darkness. Oh and he made the sword by stabbing the heart of his true love, Nissa Nissa.
Now here's where it gets really interesting: there's a lot of evidence that suggest Jon Snow is Azor Ahai.
Ahai will apparently be reborn after a long summer after an evil darkness threatens to consume the world. Oh, you mean how Ned Stark talked about his children not experiencing a "true winter" in season 1, and how undead ice monsters are now threatening the realm and how Jon Snow was brought back to life by Melisandre?
Let's run down a list of all the prophetic signs regarding the Prince that was Promised:
"Blood of the dragon."
"Born amidst smoke an salt."
"Born...beneath a bleeding star."
Will "wake dragons out of stone."
"Shall draw from the fire a burning sword (Lightbringer)"