What is he doing this far south? The full story is a long one, and most of it isn't necessary. The immediate reason that brought him here is enough, especially since there's not time for all of it right now anyway.

"There's a threat in the North, a threat to all of Westeros. I came here to ask Daenerys' assistance in fighting it." It's not something the men of the North can do alone, and his allies are few at the moment. Convincing even one person to provide assistance would be a start.

"What's a Dornishwoman doing so far north?"