Incest-y spoilers for Game of Thrones below, so proceed with caution!
For so long, one of the biggest questions on the minds of Game of Thrones fans everywhere was that of Jon Snow's parents: who are they? Not Ned, and certainly not Catelynn, but his real parents.
Finally, after many seasons of speculation, Game of Thrones confirmed Lyanna Stark is indeed Jon Snow's mother in the season six finale. Then, in the season seven finale, we learn that Jon is a legitimate heir to the Iron Throne — he's the son of both Lyanna and Rhaegar Targaryen, making him Ned Stark's nephew, not his son. This is a tragedy on many different levels — the first and most obvious being that Jon Snow and Daenerys Targaryen are related. Though their connection is undeniable, boning your aunt is kind of a mood killer, you know?
As a reminder, Rhaegar Targaryen is Daenerys's oldest brother and the eldest son of "Mad" King Aerys II, which made him heir to the Iron Throne. The Targaryens were originally allies with the Lannisters way back when, and Cersei always thought she would be betrothed to Rhaegar. In the end, though, a wedge grew between the two families when the Mad King instead had Rhaegar marry Elia Martell of Dorne, with whom he had two children. But everything really fell apart in the Seven Kingdoms when Rhaegar laid eyes on Lyanna Stark at the Tourney of Harrenhal.
It was love at first sight for Rhaegar, who found himself instantly smitten with Ned Stark's sister. Even though she was Robert Baratheon's betrothed, Rhaegar boldly gave the victor's wreath he won in the tournament to Lyanna instead of his wife, sparking outrage. As the story goes, Rhaegar later allegedly abducted Lyanna and raped her, but as we now know from season six, she was just as in love with him as he was with her; she went with him of her own free will and they secretly got married.
Their love affair is what spurs Robert Baratheon's rebellion, backed by the great Houses Arryn, Greyjoy, Stark, and Tully. Finally, in the Battle of the Trident, Robert gets his revenge by killing Rhaegar with his war hammer. Tragically, Lyanna later dies, too, as she gives birth to Jon in the Tower of Joy.
All of this is to say that Jon Snow is very much Dany's nephew, and therefore heir to the Targaryen throne himself.
In the season eight premiere, the pair gets closer than ever (much to the chagrin of Drogon, who keeps a VERY close eye on them as they make out by an icy waterfall). It's not until the final few scenes of the episode, when Samwell Tarly finds Jon in the crypts of Winterfell and relays the news about his real parents, that we start to see a crack in the former King in the North's calm, measured facade.
It'll be interesting to see what Jon does with the news that Rhaegar is his father, and if he'll try to stake a claim for the Iron Throne in competition with Daenerys. Given his reaction to Sam's confession, that seems a bit unlikely. Instead, we hope that Jon and Dany will find a way to unite the Targaryens and the Starks in the way that Lyanna and Rhaegar never got a chance to.