Martell's sister Elia was married to Prince Rhaegar Targaryen before King Robert Baratheon's rebellion, when all the Targaryens (besides Daenerys and her brother Viserys) were murdered.
Oberyn reveals that he's still angry that the Lannisters' attack dog Gregor Clegane killed his sister Elia and her children, adding, "Tell your father I'm here, and tell him the Lannisters aren't the only ones who pay their debts.”
Here is the kicker… Oberyn also mentions that his late-brother-in-law Prince Rhaegar was seeing “another woman”!
A long-standing theory among readers is that Rhaegar Targaryen was in love with Ned Stark's sister Lyanna. The two had an affair and Lyanna became pregnant. Rhaegar left her side to fight in the war and was killed. Lyanna died during childbirth.
Ned rescued her son and raised him as his own bastard… Jon Snow!
Some fans even believe that Rhaegar and Lyanna secretly got married, making Jon Snow the heir to the Iron Throne.