Back with the Dothraki, Dany orders a funeral pyre for Drogo, which makes Jorah nervous because he's afraid that Dany plans to throw herself on the pyre with Drogo. (Think Dido.)
But Dany has other plans: (1) She frees the slaves and asks everyone to join her new khalasar; (2) she asks her three surviving bodyguards to be her bloodriders, though they refuse because, yuck, who would want to be bloodrider for a girl (see "Gender" for more on this); (3) she asks Jorah to be the first of her Queensguard, which he accepts (either because he loves her or believes in equality between men and women).
She then puts her petrified dragon eggs and Mirri Maz Duur on the funeral pyre and lights it. Dany walks into the fire, but she's not burned.
When the fire dies down and Jorah finds her, Daenerys is with three newborn dragons, the first living dragons in hundreds of years.
Also, she's naked, so there's something for everyone in this ending.