The name Khal means Leader, King and is of American origin. Khal is a name that's been used primarily by parents who are considering baby names for boys.
The name/word "Khal" was created by George R.R. Martin for his series of novels, A Song of Ice and Fire which was made into the HBO series, Game of Thrones. It is a title for the chief of the Dothraki people.
Khaleesi is the title for the wife of the Khal, a name which has made it onto the U.S. baby name birth charts.
Khal Drogo was played by actor Jason Momoa in the HBO series.