Jon had gone to capture a white Walker, to prove to her that he wasn't a madman or a lier,to prove to her that she could trust him,take him at his word,so to speak.
What troubled her the most about all this was that she believed jon,from the bottom of her heart she knew she,could trust Jon.
In all her life dealing with men she had never felt this way about a man, a man she just met,a stranger undermining her rule,man so stubborn and difficult he wouldn't even bend the knee.But she believed him,she just needed proof for her council, what sort of queen would she be if she left her quest for the iron throne at the drop of a hat to chase after myths and legends from a man who so boldly insulted her calling her a child,but danmit she was worried,she had a bad feeling about all this.If the situation was as bad a Jon had said,things were not gonna go well and she would be danmed if she was going to lose him now when she is just discovering her feelings for him.
He was not like any other man she has ever known.He is passionate,loyal and honest to a fault.She saw his passion when he spoke about his people,defending the against the coming winter,his loyalty when he would not bend the knee in the face of his queen,the rightful ruler of the seven kingdoms and proclaimed himself king in the north.No one has ever outright challenged her like that,not even the great khal Drogo or even Daario.She was intrigued, she was surprised and most of all she was happy,overjoyed at finding he who could be her equal,she was not about to lose him now or ever.
Daenerys was so engrossed in her musings that she almost missed the faint beat of a raven approaching. She haistily snatched the message from its ankle seconds after it touched ground.She read the message and it was just as she feared,she felt almost happy at the news, now she can take her children and go rescue the man she loved.
There was no stopping her,even the advice of her hand fell on deaf ears,if nothing it made her angry,the loss of Oleana and the Grayjoys was still fresh in her mind,she needed to let off some steam.
With nothing more to say to her hand,she left on Drogon and viserion at the flank.