The Red Woman has a tendency to speak in terms of visions and prophecies, all in the service of the Lord of Light, something in itself unknown to many in Westeros on Game of Thrones.
Actress Carice van Houten was in her 30s when she debuted in the role, so it could have been assumed that Melisandre was the same age. But over time, Game of Thrones revealed more about her character’s age.
Insinuating that the Red Woman was centuries old. This was almost confirmed in Game of Thrones season 6 when Melisandre removed her necklace and showed that her true form was that of an old witch.
That appearance returned after Game of Thrones’ Battle of Winterfell when, serving its true purpose, a visibly aged Melisandre wandered through the snow and allowed herself to die.
Actor Oliver Ford Davies, who played Master Cressen, had explained that Melisandre was 400 years old. That idea, although not confirmed, aligns with what Benioff says and what Game of Thrones shows.
Although there is no true earthly idea of what a 400 year old would look like. If Melisandre was exactly 400 years old in Game of Thrones season 2, then by the time of her death at the Battle of Winterfell, she would be around 406 years old.