Rhaenyra recounted the basics of the story from memory, and even tore the pages of the book so Alicent could recall their conversation about the mighty princess:
“Princess Nymeria led her Rhoynar across the Narrow Sea in 10,000 ships to flee from their Valyrian pursuers. She married Lord Mors Martell of Dorne, and burned her fleet at Sunspear lets her people know they’re done.”
The Rhoynish War occurred in the land of Essos, long before the events of “House of the Dragon.” The wars are led by the dragon riders of Valyria, who want to take the entire continent for themselves, forcing those who live along the rivers of Essos to flee. Nymeria was a princess who ruled the river city of Ny Sar before Rhoyne was overthrown by the Valyrians. She filled all the people from the city who would join her on a huge fleet of ships and they escaped from Essos by sailing down the river and out to sea. While the exact number and quality of the ships is debatable, they were still an undeniably huge fleet.
Nymeria and her men sailed around and tried to settle on several of the world’s islands, but ended up in Dorne, on the southernmost tip of Westeros. She married Lord Mors Martell and the two set out to conquer all of Dorne and unify it under the fledgling House of Martell. Once married, Nymeria burned the rest of her fleet – and the rest, as they say, is history.
https://www.slashfilm.com/972447/who-is-nymeria-the-house-of-the-dragon-legend-explained/ Who is Nymeria? Explanation of the house of dragon legend