The Game of Thrones premiere derailed Jon Snow and Daenerys Targaryen's relationship, but Dany was still in the dark until episode 2. During the 22nd April episode, Dany found Jon in the crypts, looking at the statue of Lyanna Stark, whom he now knows is his mother. Jon explained the whole story to Daenerys, and it seemed to visibly upset her. Their conversation was interrupted by the arrival of the White Walker army, but it's clear that damage has been done to the pair's connection. Jon and Daenerys are likely over on Game of Thrones — but this wound goes beyond just a fractured relationship. The two are actually rivals now, which totally complicates things.
Dany seemed inclined not to believe the news at first. She questioned the sources: Jon's best friend and brother. But she did let go of Jon in seeming disgust when she initially learned they were related. However, for Dany, the pain of Jon's reveal goes deeper than their accidental incest. She's only ever wanted to rule the Iron Throne, largely because it was rightfully hers, and now Jon has a stronger right to rule than her (thanks to patriarchal BS existing even in fantasy worlds). "If it were true, it would make you the last male heir of house Targaryen," Dany said to Jon. "You’d have a claim to the Iron Throne." But their conversation stopped short when the alarm horn was blared. Jon and Dany had to set aside this strife and prepare to fight.
Still, this information isn't going away. The two of them will have to address it, and it's not going to get any less messy. Family members getting together is not unheard of in Westeros, certainly, and not even in the Targaryen family. Dany's father, the Mad King, married his own sister. And the love Dany had for Jon doesn't necessarily disappear overnight. After all, they didn't enter into this romance knowing it was wrong.
But for moral center of the entire series Jon Snow, this is very likely something he won't be able to look past. Ever since Sam told him the news, Jon had been cold with Dany — entering and leaving rooms quickly when she was there, exchanging small talk only. Kit Harington, who plays Jon, told TV Insider that his character will really struggle with this. "He's not the kind of person who can [knowingly] jump in bed with a relative," the actor said.
For Dany, the issue may be less with Jon's familial connection to her and more with his connection to the Iron Throne. Emilia Clarke, who plays Dany, told TV Insider in another interview that this news is a huge blow to the goal Dany had been working towards her whole life. "Daenerys' lifelong dream has been to avenge her family and claim her rightful seat on the Iron Throne. She truly loves Jon. Were she to find out about his title, it would cut deep," Clarke said.
Jon has never had any real desire to rule; he relinquished his King in the North title pretty much as quickly as he could in deference to Dany. It wouldn't be surprising if he stepped aside again to let her rule the seven kingdoms. However, for such a strong woman as Dany, that could hurt her pride and make her feel as though she didn't quite earn the Throne as much as she's always wanted.
There's really no positive way for this news to impact the duo — either romantically or strategically. For all intents and purposes, Dany and Jon's relationship seems effectively over. Beyond that, there's no telling the political blowback Jon's true heritage could have were other people to find out as well. Tyrion Lannister was concerned about this romance from the moment it started — knowing that if it ended, it could end very badly. And that end could be bad for everyone, not just the two of them. Here's hoping he was wrong, but this game just got infinitely more complicated for all involved.