The season six finale of Game of Thrones officially confirmed one half of a widely believed theory: Jon Snow is not Ned Stark's bastard son, but rather the bastard child of his sister, Lyanna. The other half of the theory — that Jon's father was Rhaegar Targaryen and the reason Jon's parentage was such an important secret is because King Robert Baratheon wanted all the Targaryens wiped out — wasn't formally resolved (though, in fairness, it was very heavily hinted).
Perhaps HBO was hoping to keep this detail — like Jon Snow's real name — as a reveal for next season. However, they have already let it slip — on, of all places, a blog.
HBO's official Making Game of Thrones blog, which posts behind-the-scenes tidbits throughout the year, published an infographic tracing all the major characters from Robert's Rebellion and how they relate to one another. The graphic itself is extremely confusing, and looks like an unnecessarily intricate subway map with house sigils thrown into the mix. However, within the clutter, Jon's parentage is revealed.
Part of the infographic has "parent" lines for Jon, and obviously, one of these connections is Lyanna. The other? Rhaegar Targaryen, as expected.
It's certainly not a surprise, but it's an unfortunate way to reveal something that wasn't explicitly said on-screen. However, it's still an important confirmation for Jon in the series.
Having both Targaryen and Stark lineage, Jon is, arguably, George R.R. Martin's A Song of Ice and Fire personified. Moreover, this would make Jon the nephew of Daenerys Targaryen — which is pretty awkward when you consider the amount of fans shipping them as a future ruling couple in Westeros.
All we need now is for Jon to learn the truth for himself next season, so he can finally not know nothing.