She was your younger sister, the last child that Alyssa had before she died and the baby of the family. She had been twin to Aegon, whom hadn't made it, she wasn't supposed to but she did.
She spent most of her childhood years clingy to you, as you were the one that didn't seem to secretly blame her for the death of your mother. She grew up clinging to you that by the time it was time for you to marry, you simply couldn't leave her.
So you stayed in Kings’Landing with her, you didn't like your wife and she, a Royce, didn't like you anymore, so at least the feelings were mutual.
Vaelena dragged you everywhere with her, rarely did you sleep a full night without her coming to join you, her clinginess was bad in most people's eyes but you seemed to enjoy it, knowing someone wanted you by their side so bad and all you felt was a sense of happiness, and completion. Protective of her.
Your father long gave up trying to separate you both, especially because in a way, you both reminded him of his childhood with his wife.
One day though, your father got sick... five days later he was dead. You stood over his bed for hours, staring down at his body with wide eyes. Everything had been going so well... now, Baelon the Brave was dead.
You joined her sometime later and she was on the verge of tears.
"He...he's really gone." The words felt wrong on Velaena's lips no matter how much she knew it was true. She was looking to him for comfort, everyone was devasted but nothing seem to compare to the look on her face in your opinion.