Melisandre’s fictional backstory is simple enough. The character, also known as the Red Woman or Red Witch, is a centuries-old priestess in the religion of R’hllor. She became an advisor to Stannis Baratheon following his campaign to take the Iron Throne from the Targaryens, although after Stannis died, she sought out Jon Snow. Melisandre was briefly banished but returned to help the fight against the Night King with her powers.
Source: https://www.distractify.com/p/will-melisandre-be-in-house-of-the-dragon