The terror was not entirely unknown to either one of them, but as soon as they're free from the memory, Dany sucked in a gasping laugh. Lord Stark. Neither Dany nor Kitane knew who the memory was from, but Dany knew Lord Stark. A formidable man, yes, as fierce as the North was, and those that were afraid of him probably had a right to be but fear wasn't an emotion that the khaleesi knew. And as for Kitane, she trusted him. She'd trusted him since she learned he was the one in Theo's head, courtesy of the woman in hers.
As much as they both got caught in the emotions of the other ones, this one had no personal meaning to either girl and thus it was easier to bear. A welcome break before another seized them.