The Andals are the main ethnic group of Westeros. The king is officially styled "King of the Andals, the Rhoynar, and the First Men". As the name implies, the First Men were the first human beings to arrive in Westeros, about 12,000 years ago. They fought with the Children of the Forest, a non human race which lived in Westeros at the time, but eventually achieved peace with them. About 4,000 or so years ago, the Andals moved to Westeros from Essos. They aggressively attacked the Children and the First Men and came to dominate most of Westeros, except for the North. The Rhoynar came from the area of the Rhoyne River in Essos about a thousand years ago and settled in Dorne.Referring to Jorah as "the Andal" is referencing his origins in Westeros. Technically this is incorrect since Jorah is a son of house Mormont of Bear Island, a Northern house sworn to house Stark of Winterfell, making Jorah a descendant of the First Men. The Dothraki, not all too familiar with the long and complicated history of Westeros, refer to all Westerosi as Andals.