I wasn’t paying that close attention, but I’m pretty sure that Daneris says to John Snow “Brandon Stark was the last king in the north” before he bent his knee to a Targaryen. Brandon was King of the north, not all of Westeros.
Very close.
Snow is introduced as “King in the North.” (0:35)
“Jon Snow is KING in the North, your grace. He is not a lord.” (0:49)
Danny: “I never did receive a formal education. But I could have sworn I read the last King in the North was Torrhen Stark who bent the knee to my ancestor Aegon Targaryen.” (0:59)
https://youtu.be/mk1DXwb-XbM
It’s true. The Starks had sworn loyalty to the Targaryens until the Mad King came along and upset the apple cart and so enraged Robert Baratheon that he led a rebellion against the throne (Lyanna Stark – Jon Snow’s mother – figures into Robert’s motivations, of course), with his closest friend Ned Stark’s assistance.
Jaime Lannister put paid to the Mad King, though, who was going to incinerate all of King’s Landing with Wildfire as the Baratheon/Stark forces were closing in on the city.
As Snow pointed out, it was a Targaryen who killed his blood kin. It echoes of Shakespeare, doesn’t it? When Shylock, in the Merchant of Venice, observes: “If you prick us, do we not bleed? If you tickle us, do we not laugh? If you poison us, do we not die? And if you wrong us, shall we not revenge?”
Boy, did Robert Baratheon and Ned Stark revenge themselves on the Targaryens, including Dany’s brother Rhaegar and the rest of the surviving clan. But like the American colonists found, there are only so many “usurpations” that a subject people can bear before they seek a means of redress. 