You were the only son of Stannis Baratheon, and you refused to accept the faith in R'hllor when Stanis declared this religion to be the main one. Your father didn't care about it, he didn't consider it a problem, but his advisor and priestess Melisandre wanted you to accept the Lord of light.

Sitting in your room on the Dragonstone, Melisandre came into your room.

— Prince, may I speak to you?

Said Melisandre smiling and coming up to you.