This man is Prince Quentyn of Dorne, Doran Martell's son, on a mission to marry Dany so she can inherit Dorne and use it as a base for attacking the rest of Westeros. Of all the people trying to marry Dany, his seems the best case, especially has this is pre-arranged.
He's made it as far as Volantis (where Tyrion is heading) but has trouble finding a decent ship to go further because no captains want to go to get near rumours of war about break out in Slaver's Bay (i.e. Dany getting her comeuppance). He's already had his friend Cletus Yrnwood killed by pirates on another part of the voyage; a bit of a shame because Cletus sounds like he was a fun guy.
Quentyn seems to be worried about Varys's spies. I guess this means Quentyn is working separately from Illyrio and Varys. He's also worried that Tywin will be sending men after Dany. We already know that when Cersei hears rumours about her she ignores them, so Quentyn need not worry about Lannister soldiers, at least.
They meet some sellswords planning to go off and fight in wars against Dany. Shortly after, Quentyn's friend Gerris has an idea for a way to get closer to Meereen. Seems pretty obvious they're going to get themselves recruited by the sellswords in order to travel safely with them, then go AWOL when they get there.
