“It is better to forestall rebellions than to put them down,” Aegon famously said, when asked the reason for his journeys. A glimpse of the king in all his power, mounted on Balerion the Black Dread and attended by hundreds of knights glittering in silk and steel, did much to instill loyalty in restless lords. The smallfolk needed to see their kings and queens from time to time as well, the king added, and know that they might have the chance to lay their grievances and concerns before him.
And so they did. Much of every royal progress was given over to feasts and balls and hunts and hawking, as every lord attempted to outdo the others in splendor and hospitality, but Aegon also made a point of holding court wherever he might travel, whether from a dais in some great lord’s castle or a mossy stone in a farmer’s field. Six maesters traveled with him, to answer any questions he might have on local law, customs, and history, and to make note of such decrees and judgments as His Grace might hand down. A lord should know the land he rules, the Conqueror later told his son Aenys, and through his travels Aegon learned much and more about the Seven Kingdoms and its peoples.
Fire and Blood, by George R.R. Martin pg 42