Khaleesi is an invented name introduced to the world by inventive and prolific author George R. R. Martin for his wildly popular Game of Thrones series—it's Dothraki for "queen" and is one of the titles of the character Daenerys. Since entering the US Top 1000 at Number 756 in 2014, it dropped to Number 816 in 2015.
Martin's series is having a powerful influence on the baby name culture, with sister name Arya the fastest rising girls' name in the US in 2012.
We can't help feel, however, that this name is going to date about as fast as a pointy-toed boots or feathered hair. Advice: look for another name.