My fanwank is that the intro scene is more literal than it seems. They are on the inside surface of a constructed world with an artificial sun at the center. The mechanical bits are a metaphor for the fact that the entire planet is a machine.
The control systems for the sun, intended to produce “reasonable” seasons, have degraded progressively, and made them both longer than intended and chaotic. Other, more advanced systems have (as they also break down) produced what we see as “magic” (a combination of holograms, robots, medical systems, field manipulation, and other technology).
Turns out wildfyre is the main method of energy transfer on their world; the alchemists had just been collecting it from small leaks. There are literal oceans of it beneath the surface, and the safety systems have broken down. The dragons manage to punch completely through a weak point, igniting the entire planet. Boom. Final scene: Danerys flies away in an escape pod in her underwear, petting a baby dragon. A white walker clings to the outside.
Wait, where was I going with this?