Animusman, Welcome to the Chronicles Forums. Excuse me for a second...
Pssst... TK, go easy on the new kid.
Sorry Ani, I had to send a message to another poster. Promise me, Ned. I think it means that Lyanna and Benjen switched places. Ben died and Lya joined the NW. Lya is now Coldhands. But you probably wanted a serious answer...
It could mean that Lya wanted Ned to not tell Robert that Jon was her son by Rhaegar. We saw Robert's attitude toward Dany, so we can assume he'd have killed Jon out of hand if he'd known.
Or it could mean that Lyanna wanted to be buried at Winterfell... nothing more. But I doubt it.
Or it could mean that Lya wanted Ned to pretend that her son was actually his *******...
Or it could mean that Lyanna wanted Ned to kill Ashara Dayne, that two timing, scheming b****... Err, sorry, sometimes the fantasy possesses me.
Or it could be that Lyanna wanted some combination of Ned to show mercy to her child, to keep the secret that she loved Rhaegar, to keep the secret that she secretly wed Rhaegar, and to never tell Robert any of the above. This is the generally accepted view.
The price Ned payed. Marital strife, lack of trust from Catelyn, shame, loss of honor, loss of esteem in his children's eyes, no true reconciliation with Robert, and oh what was that other thing.... oh yeah, DEATH.