Who Jon Snow's parents are had become the biggest mystery of Game of Thrones [1] — and then, through this widespread theory [2], the biggest open secret. But, finally, in the season six finale, we got an answer. Jon's mother is Lyanna Stark [3], the little sister of Ned Stark. Therefore, it's also confirmed that Jon is not Ned's son, but his nephew, though Sansa and the rest of the world still believe that.
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Here's how it goes down: Bran's vision in the final episode takes him back to the Tower of Joy [4], where a young Ned has discovered his sister, bloody and dying. She whispers some words [5] to him, including those that would haunt Ned his whole life: "Promise me, Ned," and a then a baby is revealed. The scene cuts to Jon back at Winterfell, confirming beyond a shadow of a doubt that Jon is her son. Of course, it's not explicitly said that his father is Rhaegar Targaryen [6], but we can surmise it since Lyanna asks Ned to protect the baby, since Robert would kill him if he knew. (After the finale, HBO confirmed Rhaegar is Jon's father [7] on their website.)
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We did believe that we would find out that Jon would also learn [8] of his true parentage back at Winterfell, but alas, I guess that's for this season. He'll just have to be happy with being King in the North for now.