In A Knight of the Seven Kingdoms, we will get to meet at least three of Prince Maekar’s sons: the aforementioned Prince Aerion, the drunken Prince Daeron, and the precocious Prince Aegon a.k.a. “Egg” a.k.a. the future King Aegon V. Still, Prince Maekar has a few more kids offscreen and one of those kids is little Prince Aemon. You may know him better as Maester Aemon: the blind, century-old brother of the Night’s Watch and Jon Snow’s close ally.
Recall that Maester Aemon’s last words before he died were “Egg, I dreamed that I was old.” The “Egg” he’s addressing is his older brother Aegon: the Egg half of “Dunk and Egg.” Aegon V, known historically as Aegon the Unlikely, only ascended the Iron Throne due to a series of improbable events, one of which was Aemon’s joining of The Night’s Watch, as he assumed the line of succession would never fall all the way down to him.
The other Game of Thrones character who we will likely meet should A Knight of the Seven Kingdoms reach its third season is Brynden Rivers a.k.a. Bloodraven. One of the Great Bastards legitimized by Aegon IV (like his half-brother Daemon Blackfyre, Brynden was born to a noblewoman), Bloodraven is a steadfast Targaryen loyalist. Given the nickname because of his albinism, red eyes, and the crimson avian birthmark that adorns half of his face, Bloodraven is such a brilliant tactician and statesman that enemies and allies alike believe him to be a sorcerer.
Later in life, Bloodraven is sent to join the Night’s Watch by King Aegon V and disappears while ranging beyond the Wall. While that’s the last anybody in the Seven Kingdoms hears of him, it’s implied in the book A Dance with Dragons and confirmed by Game of Thrones that Bloodraven became the powerful all-seeing entity known as the Three-Eyed Crow, who is played by actor Max von Sydow and who eventually bestows his omniscient powers unto young Bran Stark.

Is it crucial to know any of this to better understand A Knight of the Seven Kingdoms or its place on the Game of Thrones timeline? Not at all! The show is very much about Dunk, Egg, and the knightly adventures the embark upon. But aren’t you happy you know the background lore now all the same?