Shireen Baratheon
Stannis's only child, a bright, bookish girl scarred by greyscale, who teaches those around her their letters and asks too many good questions.
A soul of House Baratheon, born at Dragonstone.
The fuller tale
Season Two
Stannis's only child, marked on one cheek by the greyscale that nearly killed her as a baby and treated by half of Dragonstone as though the scars were catching. She keeps mostly to the edges of a household more interested in her father's war than in her own company, quietly reading in a castle not built for children, until Stannis comes home from Blackwater beaten and finds her waiting up for him anyway — and gives her, for once, something like tenderness instead of duty.
Season Three
Davos ends up in the dungeon for freeing Gendry against Melisandre's wishes, and Shireen is the one who visits him there, again and again, bringing books and teaching a grown man his letters with the patience of someone used to being the only person in the castle willing to be kind to somebody. She tells him the story of the Dance of the Dragons as though it were the best thing she owns, because to her it is, and Davos listens like it matters, because by then it does.
Season Four
She crosses to the Wall with the rest of the household and finds, in Gilly, someone else young and out of place in a fortress full of soldiers, and gives her lessons the same way she once gave them to Davos. When Davos needs to talk the Iron Bank out of calling in a dead king's debts, it is Shireen who finds him the historical precedent to build the letter around, quietly doing the diplomacy her father is too proud to manage himself.
Season Five
She comes north with the army this time, for reasons no one quite explains to her, rather than staying behind at Dragonstone under Selyse's grip as she always has before. On the road she and Stannis play cyvasse most evenings, and in one of the only unguarded conversations he has all series, he tells her plainly that she is his daughter and he would not change a single thing about her, scars included. Weeks later, with the horses dead and the snow refusing to break and Melisandre insisting a king's blood is the only thing left that can turn the war, he lets them walk her to the stake anyway, and does not look away.
How it ends for them
On the screen. Burned at Dragonstone's cause (S5·E9)
The sweetest soul in the story was given to the flames by her own father, in the snows before Winterfell, to buy a thaw and a victory. The Lord of Light took Melisandre's offering and gave Stannis nothing but ashes.
The show gives her the story's hardest scene to watch. With Stannis's march to Winterfell frozen in, his supplies burned and his cause dying in the snow, Melisandre offers the old remedy: king's blood, given to the fire. Stannis consents. Shireen — who moments before offered to help her father in any way she could — is burned at the stake before the whole army, calling for the parents who stand and watch, her mother breaking at the last and her father not. It buys a thaw and loses him everything: the sellswords desert, Selyse is dead by morning, and the army that marches on Winterfell is a ghost of one. In the published books Shireen is alive at Castle Black, far from her father — though her guardians there include Melisandre and the queen's men, and readers note grimly that the author has promised the fire is not only the show's invention.
Their chapters, book by book
Where the page and the screen part
Book Shireen is a younger, more peripheral figure — no reading lessons with Davos (the books give him a maester for that), but a richer household: Patchface the fool, whose eerie songs Melisandre calls dangerous, exists only in the books, and Shireen's friendship with Edric Storm, her bastard cousin, is a book thread the show never picks up because it cut the boy entirely. The crucial structural difference is geography: the show takes her on her father's southern march; the books leave her at the Wall, in the exact custody of the people — Selyse, Melisandre, the queen's men — that readers least trust with a girl whose blood is a king's.
Their journey
Where the two tellings send them to the same place the road runs whole; where they part, the screen keeps the left and the books the right.