Daenerys Targaryen is better known on the show by her formal title: Khaleesi. In Dothraki, "khaleesi" means queen, so most of the time anyone is speaking to Daenerys, they refer to her as "Khaleesi." This is an unfamiliar term, so many first-time watchers think "Khaleesi" is simply her name. Others have resorted to just calling her "Kelly C" online. Close enough.