The Dothraki are the horse lords of the east, a savage people whose customs are very different from those of the people of Westeros. They prize horses and strength, and ride in khalasars behind khals, who are their kings.
A dothraki warrior.
Daenerys Targaryen's POV chapters in A Game of Thrones, and a few chapters in A Clash of Kings, take place in their world. In these she marries Khal Drogo, a powerful leader of the Dothraki. However, he dies of a wound gone bad. Daenerys then leads her own khalasar through the Dothraki Sea to a fresh world in her quest to win the Iron Throne.