Game of Thrones has enough fan theories to fill volumes and volumes of books beyond what George R. R. Martin has already written (or plans to write). But during the show's season 7 finale, Bran Stark did his three-eyed-raven thing and confirmed what fans had been thinking all along: Jon Snow and Daenerys Targaryen are in fact related. And not only that, he tossed in a fun fact along with it: Jon's real name, Aegon Targaryen.
During one of his flashbacks, Bran got a peek at Lyanna Stark and Rhaegar Targaryen's Westerosi commitment ceremony. After the fairly serene scene, Bran fast-forwarded away from the lord of light to Jon's birth, which was decidedly less serene and a whole lot bloodier. During the sequence, Lyanna whispered the name "Aegon," which happens to be the name of one of Dany's ancestors. Another fun fact? That is the same Aegon who built the Iron Throne that everyone's been fighting over.
Add in Gilly's discovery that Rhaegar received an annulment for his marriage to Elia Martell (Prince Oberyn's sister), in order to legally wed Lyanna, and this all pretty much confirms that A) Jon Snow isn't actually a bastard, and B) his last name is, in fact, Targaryen, and C) that he and Dany have competing claims to the Seven Kingdoms. In fact, as Rhaegar's only living direct descendant, Jon technically takes precedence over Dany, Rhaegar's younger sister. And if that's not a recipe for relationship disaster, I don't know what is.
Fan theories — which stemmed from the original books — saw this one coming, but there was never a guarantee that it would appear on the HBO show, especially after it started to veer away from Martin's written materials.
Vanity Fair adds that there are a few important Aegons in the show and books, because Rhaegar Targaryen was somewhat paranoid when it came to prophecies and destiny. But this does put everything in place to make Jon/Aegon the Prince That Was Promised. But again, there's no guarantee that the show's producers are going to follow through with Martin's complicated web.
Still, what does this mean for season 8? For one thing, there's good reason to believe that Dany and Jon's love affair will be short-lived. He's no Lannister — incest may be a little beyond him. What's more, the latest trailer appeared to show Jon riding one of Dany's dragons into Winterfell, yet another clue that he will eventually embrace his Targaryen heritage, even as he claims the Stark identity alongside it.