Interpretations of the red comet:
Daenerys:
Jhogo spied it first." There" he said in a husted voice. Dany looked and saw it low in the east. The first star was a comet, burning red; the dragon's tail. She could not have asked for a stronger sign.
AGOT, DAENERYS X
It is the herald of my coming, she told herself as she gazed up the night sky with wonder in her heart. The gods have send it to show me the way.
ACOK, DAENERYS I
Maester Cressen:
An omen of blood,foretelling murder...yes
ACOK, PROLOGUE
Ser Arys Oakheart:
[Sansa]"What do you think it means?"she asked him.
"Glory to your bethrothed" Ser Arys answered at once. "See how it flames across the sky today on His Grace's name day, as if the Gods themselves have raised a banner in his honor[...]
ACOK, SANSA I
Smallfolk on Kings Landing:
[Ser Arys]" The smallfolk have named it King Joffrey's comet".
Doubtless that was what they told Joffrey; Sansa was not so sure. "I've heard servants calling it the Dragon's tail".
ACOK, SANSA I
Osha:
[...]The way she said it made him silver, and when he asked what he comet meant, she answered" Blood and fire, boy, and nothing sweet"
ACOK, BRAN I
Septon Chayle:
Bran asked Septon Chayle about the comet while they were sorting through some scrolls snatched from the library fire. "It is the sword that slays the season", he replied and soon after the white raven came from Oldtown, bringing word of autumn, so doubtless he was right.
ACOK, BRAN I
Old Nan:
Through Old Nan did not think so, and she'd lived longer than any of them. "Dragons" she said lifting her head and sniffing. She was near blind and could not see the comet, yet she claimed she could smell it."It be dragons, boy" she insisted. Bran got no princes from Nan, no more than he ever had.
ACOK, BRAN I
Greatjon Umber, Edmure Tully, Catelyn Stark and Brynden Tully:
[Catelyn]"The Greatjon told Robb that the old gods have unfurled a red flag of vengeance for Ned. Edmure thinks it's an omen for victory for Riverrun - he sees a fish with a long tail, in the tully colors, red against blue."She sighed . "I wish I had their faith. Crimson is a Lannister color".
"That thing's not crimson" Ser Brynden said.Nor Tully red, the mud red of the river. That's blood up there, child, smeared across the sky".
ACOK, CATELYN I
Theon Greyjoy:
It's my comet, Theon told himself, sliding a hand into his fur-lined coat to touch the oilskin pouch snug in its pocket.
ACOK, THEON I
Selyse Florent:
Queen Selyse was adamant" None of them was chosen by R'hllor. No red comet blazed across the heavens to herald their coming. None of them wielded the Lightbringer, the red sword of heroes.And none of the paid the price. Lady Melisandre will tell you, my lord.Only death can pay for life".
ASOS, DAVOS V
Melisandre:
[Melisandre]"You are he who must stand against the Other. The one whose coming was prophesied five thousand years ago. The red comet was your herald. You are the prince that was promised and if you fail, the world falls with you".
ASOS, DAVOS VI
Aeron Greyjoy:
The priest had dreamed the same dream, when he'd first seen the red comet in the sky. We shall sweep over the green lands with fire and sword, root out the seven gods from the septons and the white trees of the northmen...
AFFC, THE DROWNED MAN