In the fourth episode of the season, Prince Daemon returns to King's Landing after spending several years away. Not only does he come back with a new and more amiable attitude, but he has a new haircut as well. Instead of wearing his blond hair in an extra-long style like he had before, his hair is considerably shorter, putting him at odds with how his family style theirs.
This could be an effort by Daemon to set himself apart from his fellow Targaryens after they left him to wage a bloody three-year war on his own against the sadistic Crabfeeder (Daniel Scott-Smith). After he single-handedly turned the tide of the conflict (and, quite literally, dragged the Crabfeeder from his cave), it'd be no surprise that the cocky, self-assured Daemon would be seeking a more individualistic touch.
