Here are the three heads of the dragon:
The Fire Dragon “Head”
The Ice Dragon “Head”
The Sea Dragon “Head” (with a “Deep One”)
It is now known.
The dragon has three different kinds of heads because there are three different kinds of dragons.
The three “types” of heads of the dragon may be far more important than the riders of Dany’s three dragons. The fate of these three dragons, all of which have been introduced or mentioned several times in the series, will pay a big role in determining humanities fate on Planetos.
Winter is probably the name of the Stark ice dragon.