Thoros is a Red Priest who follows the same faith as Melisandre. This is a recap of his history on Game of Thrones, to refresh your memory. Even when he wasn’t on the show, other characters were talking about him.
What makes Thoros so special is that he’s brought back Beric Dondarrion not once but six times. And he doesn’t think he’s anything special. In fact, the first time he brought back Beric he had practically lost his faith. But he’s still a vessel of the Lord of Light, serving who he believes is the “one true god.”
According to the Game of Thrones Wikia, Thoros was originally born in the Free City of Myr. He was given up to the Temple of the Lord of Light and became a Red Priest. He was given the task by the High Priest to convince King Robert to turn away from the Seven Faith and worship the Lord of Light. Instead, he became a drinking and whoring companion of Robert. He was known for coating his sword with wildfire to set it ablaze before combat.
He was a great warrior when he fought for King Robert Baratheon and was the first to charge through the breach in the Siege of Pyke, with his flaming sword.
In Season 3, Thoros and the Brotherhood Without Banners ran into Arya, Gendry, and Hot Pie. They capture the Hound, who reveals Arya’s identity. The Hound is sentenced to trial by combat with Beric. The Hound kills Beric, and Thoros calls up on the Lord of Light to revive Beric. It quickly happens, and Beric’s wounds heal too.
They later meet up with Melisandre, who gives Thoros a hard time for giving up on converting King Robert. Thoros says he has no power, but just asks the Lord of Light for favors.
He and Beric sold Gendry to Melisandre in exchange for gold. Because of this, Thoros is on Arya’s kill list.
This season, Thoros and Beric ran into the Hound again, where he witnessed a vision of the White Walkers in fire. And Thoros has continued to play an important role in the show ever since.