To go north, you must go south. To reach the west, you must go east. To go forward, you must go back. To touch the light, you must pass beneath the shadow.
Since I read this quote, it has drawn to my attention the amount of times that Martin has made reference to it in different chapters through different POVs.
The first clear reference is from a previous Dany's chapter.
Dany had to move to Xaro’s side before the patterns became plain. “A map? It is beautiful.” (...)
“There you see Astapor, and Yunkai, and Meereen.” Xaro pointed at three silver stars beside the blue of Slaver’s Bay. “Westeros is … somewhere down there.” His hand waved vaguely toward the far end of the hall. “You turned north when you should have continued south and west, across the Summer Sea, but with my gift you shall soon be back where you belong. Accept my galleys with a joyful heart, and bend your oars westward.”
The next one is a fragment from Tyrion's, a character that has been travelling to get to Daenerys during the fifth book and has encountered another group of people with the same intention.
“But what do I know? Your false father is a great lord, and I am just some twisted little monkey man. Still, I’d do things differently.”
That got the boy’s attention. “How differently?”
“If I were you? I would go west instead of east. Land in Dorne and raise my banners. The Seven Kingdoms will never be more ripe for conquest than they are right now
And then we have this conversation Aegon has with the Golden Company after he decides to put a stop to his quest towards Daenerys, heavily influenced by Tyrion's previous words.
“I have,” the lad insisted. “Why should I go running to my aunt as if I were a beggar? My claim is better than her own. Let her come to me … in Westeros.”
Franklyn Flowers laughed. “I like it. Sail west, not east. Leave the little queen to her olives and seat Prince Aegon upon the Iron Throne. The boy has stones, give him that.”
(...) “Prince Aegon,” said Tristan Rivers, “we are your men. Is this your wish, that we sail west instead of east?”
“It is,” Aegon replied eagerly.
ADWD, The Lost Lord (Jon Connington I).
Every person that makes a reference to it has a link to Daenerys and GRRM has made its importance clear enough by repeating it several times in the very same book.