In such fragments of Barth’s Unnatural History as remain, the septon appears to have considered various legends examining the origins of dragons and how they came to be controlled by the Valyrians. The Valyrians themselves claimed that dragons sprang forth as the children of the Fourteen Flames, while in Qarth the tales state that there was once a second moon in the sky. One day this moon was scalded by the sun and cracked like an egg, and a million dragons poured forth. In Asshai, the tales are many and confused, but certain texts—all impossibly ancient—claim that dragons first came from the Shadow, a place where all of our learning fails us. These Asshai’i histories say that a people so ancient they had no name first tamed dragons in the Shadow and brought them to Valyria, teaching the Valyrians their arts before departing from the annals.
Yet if men in the Shadow had tamed dragons first, why did they not conquer as the Valyrians did? It seems likelier that the Valyrian tale is the truest. But there were dragons in Westeros, once, long before the Targaryens came, as our own legends and histories tell us. If dragons did first spring from the Fourteen Flames, they must have been spread across much of the known world before they were tamed. And, in fact, there is evidence for this, as dragon bones have been found as far north as Ib, and even in the jungles of Sothoryos. But the Valyrians harnessed and subjugated them as no one else could.
A World of Ice and Fire, pg. 13 [The Origin of Valyrian Dragons]