The practice is an ancient one, believed to be ten thousand years old. It was begun by the First Men of the Dawn Age, who only followed strength and bravery. It was considered a blessing for a warlord or hero to bestow his seed upon a bride on her wedding night, and if a child came of such a coupling, the husband would have the honor of raising the hero's offspring. This tradition remained after the coming of the Andals from Andalos, where Andals had not practiced the first night.
This privilege sometimes allowed kings to bed the noble wives of vassal lords and bannermen on their wedding night, although this rarely took place, as a shrewd ruler would be aware of the resentment this would cause and how easily it could make enemies. The tradition of the lord's right to the first night led some commoners to marry in secret or not inform their lords of the marriage, as they had no wish to share their brides, nor did the bride often wish to be shared.
When the Targaryens first came to Dragonstone from the Valyrian Freehold, they began practicing the tradition themselves. While the first night was greatly resented and loathed in the rest of the Seven Kingdoms, the smallfolk of Dragonstone viewed their beautiful rulers of Valyrian origin almost as gods. When a Lord of Dragonstone took his rights according to the first night custom, the brides were seen as "blessed", and the children born of such unions were often given lavish gifts by their father. Bastards who inherited Valyrian features such as purple eyes were said to be born of "dragonseed", and in time, they became known as "seeds".
Under the Iron Throne
Gargon Qoherys, Lord of Harrenhal, was infamously known as "Gargon the Guest" for inviting himself to weddings throughout his holdings to invoke his lordly right of first night with the brides as frequently as possible. The despised Gargon was eventually murdered at the beginning of the rule of Aenys I Targaryen by the rebel Harren the Red. Gargon bled to death after Harren cut off his genitals and fed them to dogs. Harren was only able to get to Gargon due to the actions of a servant at Harrenhal whose daughter Gargon had "honored" at her wedding.
During the reign of King Jaehaerys I Targaryen, Queen Alysanne Targaryen overheard numerous stories involving the first night in her women's courts. The most disturbing came from a girl in a brothel at Mole's Town in 58 AC, a daughter of a blacksmith who was wed to her father's apprentice when she was fourteen. Just as they finished their marriage vows, their local lord came upon the wedding with his men-at-arms to claim his right. After the first night, she was returned to her husband, who lost all affection for her. Since he could not raise his hand against the lord, the husband raised it against his wife instead. When he discovered she was pregnant with the lord's child, the apprentice beat her until she miscarried. The woman decided if she was going to be called a whore she might as well live like one and fled to the Mole's Town brothel, where she remained.
Alysanne brought this story and the countless others she had been told of before Jaehaerys's small council. Alysanne pointed out what happened to Lord Gargon the Guest. Grand Maester Benifer stated there were instances of lords being murdered by those seeking revenge due to the right of the first night, and thus the right was also a threat to the King's Peace. Alysanne declared the law was not the same as it was when it was founded thousands of years ago, as none of the men practicing it now are mighty heroes.
Although Jaehaerys was initially reluctant to anger his subjects by taking away a lordly prerogative, the council agreed to abolish the lord's right to the first night. In what became known as the second of Queen Alysanne's laws, a bride's maidenhead would only belong to her husband, whether joined before a septon or a heart tree. Any man, be they lord or peasant, who would forcibly take her on her wedding night or any other night would be guilty of rape. This law made Alysanne deeply beloved of the smallfolk, though some lords resented it.
Some houses in the Seven Kingdoms, such as the Boltons and Umbers (although they deny it), as well as the inhabitants of Skagos and some northern mountain clans, are rumored to still illicitly uphold the first night. At Lord Tywin Lannister's wedding to Lady Joanna Lannister, King Aerys II Targaryen drunkenly japed about how it was a pity the first night was banned, and he took certain liberties in the bedding ritual when the men at the feast had to disrobe the bride.
The lords claiming the first night now are no heroes. You have not heard the women speak of them. I have. Old men, fat men, cruel men, poxy boys, rapers, droolers, men covered with scabs, with scars, with boils, lords who have not washed in half a year, men with greasy hair and lice. These are your mighty men. I listened to the girls, and none of them felt blessed.
The moment that I set eyes on her I wanted her. Such was my due. The maesters will tell you that King Jaehaerys abolished the lord's right to the first night to appease his shrewish queen, but where the old gods rule, old customs linger. The Umbers keep the first night too, deny it as they may. Certain of the mountain clans as well, and on Skagos ... well, only heart trees ever see half of what they do on Skagos. This miller's marriage had been performed without my leave or knowledge. The man had cheated me. So I had him hanged, and claimed my rights beneath the tree where he was swaying.
- A Dance with Dragons, Chapter 32, Reek III.
- Fire & Blood, Jaehaerys and Alysanne - Their Triumphs and Tragedies.
- Fire & Blood, The Dying of the Dragons - The Red Dragon and the Gold.
- The World of Ice & Fire, The Targaryen Kings: Aegon II.
- Fire & Blood, Three Heads Had the Dragon - Governance Under King Aegon I.
- Fire & Blood, The Sons of the Dragon.
- A Dance with Dragons, Chapter 43, Daenerys VII.
- Droit du seigneur, Wikipedia article on a similar custom, though it is not proven to have existed.