Varys traded a jug of booze to a tanner for his newborn son then switched him out with Aegon Targaryen, who was sent for safety across the narrow sea. The infant that the Mountain killed (one of the kids Oberyn was so mad about) was an imposter. The baby was so ravaged though it was hard to really figure out what it looked like and Tywin claimed it was Aegon so nobody doubted him.
He had an exiled Lord, Jon Connington, watch over Aegon and protect him. He is the rightful heir to the throne from the Targaryen line, more so than Danny being a boy and the eldest boy at that.
However, the show hasn't even mentioned him for whatever reason, we don't know what part he plays in the grand story as it hasn't really gotten that far yet in the books. He has landed in Westeros with the army Jon Connington has raised for him and that is about it. I think he plans to siege Storms End right now.
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"In brightest day, in blackest night / No evil shall escape my sight / Let those who worship evil's might / Beware my power, Green Lantern's light!"
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