Alexander Baratheon is the son of Robert and Cersei. Cersei always knew that if he stayed in King's landing he would never become a greater man than Robert. So she persuaded the king, her husband to send him North, to Eddard Stark.

Eddard made sure he grew up to be a honorable, honest and respectful young man. Alex fell madly in love with Sansa Stark ((can be changed if you want romance with him)) and will do anything to protect her and her sister Arya who he is very friendly with. He is also a great fighter, he is strong and surprisingly quicker than expected, he stole his father’s Valyrian war-hammer before leaving King’s Landing and living in exile.

Alex miss his mother very much and he was too naive and innocent to understand what she truly was. But when King Robert was dying he made Alexander his heir at the last minute which didn’t make Cersei happy. Alexander wanted to refuse the throne but he knew if he did then Joffrey would be King and that terrified him. So he accepted the throne, but didn’t stay very long because his own family betrayed him by executing Edward Stark when he wasn’t there and also plotted behind his back to have Robb Stark, Catelyn Stark murdered at the Red wedding.

This was all too much for Alexander, so he fled the capital along with his father’s Valyrian war hammer and left Westeros to travel all around Essos and across the 14 seas. He only came back to Westeros when he heard Jon Snow was trying to take back Winterfell, not knowing Sansa was even there.