Lyanna Stark is the younger sister of major character Eddard Stark. Her kidnapping by Prince Rhaegar Targaryen contributed to the outbreak of Robert's Rebellion. She died near the very end of the Rebellion, but the exact circumstances are shrouded in mystery.
Lyanna Stark was the only daughter of Lord Rickard Stark. Rickard was the head of House Stark and Lord Paramount of the North. The North is one of the constituent regions of the Seven Kingdoms and House Stark is one of the Great Houses of the realm. House Stark rule the region from their seat of Winterfell and Rickard also held the title Lord of Winterfell
Lyanna had three brothers, Brandon, Eddard and Benjen Stark. Her father arranged a betrothal between her and Lord Robert Baratheon. She was abducted for reasons unknown by Prince Rhaegar Targaryen, the heir to the Iron Throne, who took her south and hid her away in Dorne. Her brother Brandon, who had been on his way to Riverrun to wed Catelyn Tully, instead went to King's Landing to demand Rhaegar's arrest and punishment. King Aerys II Targaryen had him and all his companions charged with treason. He demanded all their fathers, including Lord Rickard Stark, come to King's Landing and promised they would receive a trial. Instead the King had them all burned alive, except for Brandon who strangled himself trying to save his father. This sparked the uprising known as Robert's Rebellion. Jon Arryn was commanded to arrest and turn over his wards Robert Baratheon and Eddard Stark. All three rose in rebellion, along with Hoster Tully of Riverrun, after Jon Arryn and Eddard Stark married his daughters. The war saw House Targaryen almost completely destroyed and Robert installed as king. During the war Lyanna died from unknown causes in Eddard's arms, after her rescue. As per her request, she was buried next to her brother Brandon in the crypts at Winterfell. Robert continued to mourn her despite becoming king and marrying Cersei Lannister. Eddard was angry at Robert since he felt that Tywin Lannister and his army ought to face justice for the Sack of King's Landing. Their friendship was rekindled over the mutual grief for Lyanna.
King Robert Baratheon visits Lyanna's tomb under Winterfell almost immediately after arriving. As part of their romance, he would bring her feathers from an exotic southern bird. During this visit, he places one in the hand of her statue. Robert says the statue doesn't do her justice. He becomes emotional and tells Eddard how he relives killing Rhaegar Targaryen again and again in his dreams for what he did to Lyanna. He asks Eddard if it was necessary to bury Lyanna in a cold tomb rather than somewhere in the sunlight, but Eddard responds that she was of the North and of House Stark; this is her place.
In King's Landing, Robert shares a drink with his wife, Cersei Lannister, and they begin to talk about Lyanna Stark for the first time in their marriage. Robert tells her how much Lyanna meant to him, even though now he cannot even remember her face. He says, "She was the only thing I ever wanted, someone took her away from me, and Seven Kingdoms couldn't fill the hole she left." Cersei reminds him that she once had feelings for him. She asks if there had ever been even a moment when he had loved her. Robert says no. He asks her if that makes her feel better or worse. Cersei cannot even feel sorrow at this. She says that she doesn't feel anything anymore.
When Eddard discovers that Cersei has been having an incestuous affair with her twin brother Jaime, he confronts her. Lord Eddard says he knows that she always hated Robert. Cersei tells him she had loved Robert: when she was young and he was handsome and muscular. All the girls wanted him, and he was hers. But then, that love turned to hate on their wedding night, when he came to bed drunk and afterwards muttered Lyanna's name in her ear
Bran Stark shows Osha the tombs under Winterfell and gives a quick summary of the events leading to the civil war: how Rhaegar kidnapped Lyanna, who was betrothed to Robert Baratheon, and the Mad King then killed Lyanna's brother and father, triggering the war
When speaking to her daughter-in-law Talisa Stark, Catelyn Stark confesses her guilt over not being a mother to Jon Snow, and even praying for his death "all because [she] was jealous of his mother", not knowing she was Ned's sister, Lyanna.
When speaking to Tyrion Lannister, Oberyn Martell expresses anger that, despite Elia Martell's love and loyalty for her husband Rhaegar Targaryen, he left her for "another woman," Lyanna Star.
Sansa Stark, upon returning to Winterfell after being gone for four years, visits her aunt's statue and lights a candle in the statue's hand to honor Lyanna as her father used to do. Petyr Baelish finds her there. They discuss what happened at the Tourney of Harrenhal where Rhaegar Targaryen shocked everyone present by passing over his wife Elia Martell in order to crown Lyanna as the Queen of Love and Beauty. Sansa notes how Rhaegar later kidnapped and raped Lyanna, while Petyr said his choices led to the deaths of thousands.
While exploring his Greensight under the tutelage of the three-eyed raven, Bran Stark views an event from his father's past, and sees Lyanna showing off her riding skills in front of her brothers, Eddard and Benjen. She later encourages a young Benjen to fight a bout against the young stablehand Wylis, giving Wylis tips on how to beat her brother.
In yet another vision, Bran witnesses another event, this time during the aftermath of Robert's Rebellion, in which Ned Stark, accompanied by five bannermen including Howland Reed, confront Ser Arthur Dayne and Ser Gerold Hightower of the Kingsguard before the Tower of Joy, in the Red Mountains of Dorne. Before the fight ensues, Ned demands to know where Lyanna is.
Accepting his role as the Three Eyed Raven, Bran travels back in time to the Tower of Joy event. Bran watches as his young father reunites with the dying Lyanna, who is lying in a bed of blood, which is later revealed to be caused by the aftereffects of childbirth. Lyanna talks to him about her struggle to be brave in the face of death, while Ned demands the hand maidens aid his sister. However, Lyanna stops him and whispers to him about her ordeal. As Ned takes in this revelation, a handmaiden drops a newborn child into his arms. It is revealed that Lyanna gave birth to a baby boy, whose father is Rhaegar, and she asks Ned to promise to keep her son safe, fearing that Robert will immediately have the boy killed if he finds out. Ned sadly complies with Lyanna's wish and holds his newborn nephew, who will later be known as Jon Snow.
While reading the journal of High Septon Maynard, who was known for recording every minor detail of his life, Gilly reads aloud to Samwell Tarly that Maynard issued an annulment for "Prince Ragger," who remarried at a secret ceremony in Dorne. This alludes to Lyanna, whom Rhaegar had married after Maynard annulled the marriage between Rhaegar and Elia Martell, though Samwell and Gilly don't realize this at the time.
Upon his arrival at Winterfell, Samwell goes to see Bran, who shares his knowledge of Jon's true parentage with Sam, explaining that Jon Snow is actually Jon Sand as he was born in Dorne. Realizing now how important Gilly's discovery is, Sam tells Bran that Rhaegar and Lyanna were wed, and Jon is indeed legitimate. At Sam's encouragement, Bran wargs into the past to see the wedding for himself. He confirms that it did happen and that Rhaegar was in love with Lyanna and she was in love with him. Bran then flashes forward to Lyanna's death, and hears Jon's birth name, whispered to Ned Stark with Lyanna's dying breath: Aegon Targaryen, the same as his half-brother.
Although she was engaged to Robert Baratheon, Lyanna Stark never lived to marry him. Her abduction by Rhaegar Targaryen, heir to the throne, was one of several reasons Ned Stark and Robert Baratheon raised arms against the Mad King Aerys. She died in Ned's arms during his attempt to rscue her. Robert mourned her death even after he wed Cersei Lannister.