It's a Valyrian name. I don't know anyone who speaks High Valyrian anymore. Mayhaps in the Citadel. But Vhagar was one of Aegon and Rhaenys and Visenya's dragons. The stories say you could ride a horse down its gullet and its fire was hot enough to melt the armor of a knight and cook him inside it. Visenya Targaryen rode it. She was a queen and a warrior who preferred ringmail to silk. She took the Vale with Vhagar alone. The Lord of the Eyrie sent out their army, but Visenya flew Vhagar right up to the Eyrie and demanded their surrender. She took the Vale without spilling a drop of blood. And she was never without her sword, a Valyrian steel sword called Dark Sister.

[ Visenya Targaryen. Arya's girl crush. ]