Daario Naharis is from Tyrosh, a free city of Easteros, and is currently the commander of the Second Sons. Prior to Khaleesi’s arrival, the Second Sons, which were led by three commanders, were paid to protect the slave-city of Yunkai. Khaleesi offered the three commanders an opportunity to avoid war, but two of the commanders insulted her and turned her down, claiming she could not beat them or sack the city of Yunkai. Drawn in by her beauty, Daario kills the other two captains and brings Khaleesi their heads. From then on, Daario has fought for the beauty of Khaleesi and commands the troop of 2,000 Second Sons.
Interesting to note, the actor that played Daario Naharis changed from Season 3 to Season 4 as the original actor got a role in a movie that conflicted with filming of Thrones.