He appeared as the menacing and memorable Dothraki leader Khal Drogo during the first season and one episode of the second season of Game of Thrones. In the series premiere "Winter is Coming ...

Elsewhere, Daenerys' "strong man" is likely some kind of Dothraki leader (or fellow prisoner), and the bit about Cersei will refer to Jaime bringing Myrcella's body home to King's Landing.