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I’ve never seen the show or read the books (my dad has those), so I may not be of any help, but I think it is a pretty name. You might run into pronunciation problems though…
[name]Just[/name] go with what you love, CAVEAT: as long as you are OK with its getting mispronounced/misspelled. you’ll definitely have to spell it for people but if you love it, it is worth it [name]IMO[/name]!
I have seen the show and love the name! It is so pretty sounding. In the show, she isn’t a particularly bad character or anything. Really, if I am remembering correctly, Khalessi is the more of her title as a leader than actually her name. Her name is Daenerys, which is also pretty, but I little more difficult to pronounce! Anyway, the show is pretty gory and has a lot of sex and other graphic stuff, so if you dislike things like that, I wouldn’t watch it just to see Khalessi.
The nameberry post about Game of Thrones might be worth reading. Classic Names with a Twist from Game of Thrones | Nameberry The picture is of the Khalessi.
It’s a beautiful name! I love the show too. I agree that you might run into pronunciation problems but it’s a wonderful name.
I read it the way you guys spell it and thought it was pronounced the way you guys are saying it. You may get some that say Ka-Lis-ee… but after a correction or hearing the name said by others- i dont think there would be any confusion. And those aware of the show would already know how to pronounce it too! I think you answered your own question in that you are absolutely in love with it… therefore I think you HAVE to use it!!! 
[name]Just[/name] be thankful you are in love with a name instead of confused like me, haha!
I love the books and the HBO series, and I love the character who bears the title of Khaleesi. (Her name is Daenerys, which I also love!) Anyway, my mom hasn’t read the books and only heard her being called Khaleesi and thought it was her name and liked it, too. I think it’s a lovely word, and it has a meaning (basically “queen”), so I think that you could definitely use it. I wouldn’t change the spelling though–without the “h” it kind of looks like you’re playing around with the [name]Kaley[/name]/[name]Kallie[/name]/[name]Kylie[/name]/[name]Kelly[/name]/etc. trend. Also, changing “leesi” to “lessi” might give you pn problems.
I’ve been watching the show. The character Daenerys Targaryen becomes the queen of a tribe, their word khaleesi means queen. She seems like a strong character, but I don’t know what happens in the end. As it is from the Game of Thrones, I would be hesitant about using it without knowing the story (might be some unpleasant surprises?).
It’s an interesting name–and like others have said, Khaleesi is actually the title (kind of like queen or female chieftain). Her actual name is Danaerys, or [name]Dany[/name]. She seems like one of the nicer characters now, but I think everyone who reads the books can agree that she becomes much grayer morally. (Though she’s still one of my favorites. Tough girl.) She is responsible for deaths, though, or will be. So. Yeah.
Personally, I’d keep the real spelling. It makes the pronunciation a lot easier.
[name]Ah[/name], eskay, how to respond to that with no spoilers?!?
The fifth book is titled A Dance With Dragons, though. 
Thank you everyone! I feel so much better. I honestly didnt even notice I switched the leesi to lessi. We’d definitely use Kaleesi to avoid pn difficulties. I also just found a site where someone spelled it Kalisey. Is that better or worse? And Im buying the books this afternoon just to fill my own curiosity.
I thought it was Kuh-LESS-ee. Sounds pretty, but I do think it will be mispronounced whether it’s spelled Khalessi or Kalessi. If it were Khaleesi or Kaleesi that would be more phonetic, though it’s kind of ugly to look at.
Since this name is an invented word for the series, I would definitely check it out to at least have a concept of the story and character. I’ve never seen this series but any time a name I’m considering has a pop culture reference I check it out to see if I’m okay with the connection.
I think Kaleesi is better than Kalisey as far as pronunciation goes. Kalisey makes me think its supposed to be some variant of [name]Kelsey[/name] and would probably pronounce it [name]KAL[/name]-uh-see vs ka-[name]LEE[/name]-see
Here is what my experience has been. DD has a pretty common name, with a slightly unusual spelling used to honor my mother. We have to correct spelling and pronunciation from time to time, but it was important enough to me to use that spelling that I don’t mind. Secondly, when we starting telling friends and family what DS was going to be named, we got a lot of negative comments. We didn’t back down though, and we used it. Now, he’s 15 months, and everyone has gotten over their initial reactions. If both you and DH love a name, and you don’t mind a rough beginning or correcting a few people, use that name. I think you’ll be happier than if you use a name you don’t love as much to avoid that.
Kalessi sounds pretty, I don’t know the show, but I definitely thought it was pronounced Kah-LESS-ee. Kaleesi would be the only spelling that might tempt me to pronounce it how you do. What about Kalyssi? Though I guess I would read that Kah-LISS-ee
I still liked it how I would have pronounced it though!
I say use it if you love it, but expect some confusion when others read it or try to write it.
I like it but if I saw it I would say it ka-less-ie and I like this better. Go for it but be prepared for mispronunciation. Like it though.
I have read all of the books and I will say that Daenerys is still or of my favorite characters. However there is still more to come as the series is still being written so if I were you I would wait until the story is over. [name]George[/name] R.R. [name]Martin[/name] is known for his use of plot twists so while she is a decent character now she may not be later. As for the word as a name, I like it an I think it can work as long as you spell it how it’s spelled in the books: Khaleesi.
FYI - the word kale and kalesi (which is pronounced pretty closely to how you say Khalessi) means “castle” in Turkish. [name]Just[/name] thought it would be fun for you to know that I think it’s a pretty name.
khalessi isnt her name, its her title. it means “queen” which is pretty neat
i do think it sounds pretty - although the show/books are super popular so you will probably hear “oh like game of thrones” alot. so as long as that doesn’t bother you - go for it!
I’d go with what you love