Azor Ahai from A Clash of Kings is a legendary hero is the religion that Melissandre and Stannis/Selyse adhere to. Melissandre is trying to make people believe that Stannis is Azor Ahai reborn and does a parlor trick for the masses that has Stannis drawing out a fiery sword. The original Ahai had a sword named Lightbringer. Stannis, himself, doesn't really believe Melissandre's claims, but it suits his purposes.
