I just posted some of this in the "Dragon has 3 Heads" thread but since this portion is specific to Jon I wanted to add it to this discussion as well...
Ever since I finished ADWD I've gone back and forth on the issue of Jon's parentage. A longstanding believer in R+L=J, the scene of what appeared to be Lyanna, very pregnant and praying for vengeance at the heart tree, in ADWD had me wondering if she was in fact raped, either by Aerys or Rhaegar. But I just finished a re-read of ACOK and these pieces leave me feeling absolutely certain that not only is Jon the son of Rhaegar and Lyanna, but he is a
legitimate son and not a ******* born out of wedlock.
First, there is this nightmare that Theon has while he is trying (and failing) to rule over Winterfell:
"That night he dreamed of the feast Ned Stark had thrown when King Robert came to Winterfell. The hall rang with music and laughter, though the cold winds were rising outside. At first it was all wine and roast meat, and Theon was making japes and eyeing the serving girls and having himself a fine time . . . . until he noticed that the room was growing darker. The music did not seem so jolly then; he heard discords and strange silences, and notes that hung in the air bleeding. Suddenly the wine turned bitter in his mouth, and when he looked up from his cup he saw that he was dining with the dead.
King Robert sat with his guts spilling out on the table from the great gash in his belly, and Lord Eddard was headless beside him. Corpses lined the benches below, grey-brown flesh sloughing off their bones as they raised their cups to toast, worms crawling in and out of the holes that were their eyes. He knew them, every one; Jory Cassel and Fat Tom, Porther and Cayn and Hullen the master of horse, an dall the others who had ridden south to King's Landing never to return. Mikken and Chayle sat together, one dripping blood and the other water. Benfred Tallhart and his Wild Hares filled most of the table. The miller's wife was there as well, and Farlen, even the wildling Theon had killed in the wolfswood the day he had saved Bran's life.
But there were others with faces he had never known in life, faces he had only seen in stone. The slim, sad girl who wore a grown of pale blue roses and a white gown spattered wth gore could only be Lyanna. Her brother Brandon stood beside her, and their father Lord Rickard just behind. Along the walls figures half-seen moved through the shadows, pale shades with long grim faces. The sight of them sent fear shivering through Theon sharp as a knife. And then the tall doors opened with a crash and a freezing gale blew down the hall, and Robb came walking out of the night. Grey Wind stalked beside, eyes burning, and man and wolf alike bled from half a hundred savage wounds."
The part about Lyanna is what really caught my interest. Her relationship with Rhaegar has always been signified by the blue rose. She's wearing a crown of roses, which tells me the crown ties her to Rhaegar, and Rhaegar being a prince must only mean she is a princess. And she's wearing a white gown spattered in gore. The gore must surely be her blood from the childbirth that killed her, and the white gown together with the crown tells me she and Rhaegar were in fact married.
I'm beginning to think that Robert knew Rhaegar wed Lyanna, and that he flat made up the story about her being raped. Does any other character contend that she was raped? No, only Robert as far as I recall. Every other character's account says simply that Lyanna disappeared with Rhaegar.
I think this is further strengthened by the fact that everything else seen in Theon's dream here are things that are known to be true and occurred in the past (the vision of Robb being the last and the only thing that hasn't happened yet). So if every death Theon sees in this vision, and the associated symbolism, is a known fact, the detail of Lyanna's dress and crown cannot be ignored and must be accepted as fact....that she died in a white dress wearing a crown. I think she died as Rhaegar's bride.
Also from Dany's visions in the HOTU:
From a smoking tower, a great stone beast took wing, breathing shadow fire. . .
This one has significance when connected with one of Bran's wolf dreams as Winterfell is put to the torch by Ramsay. The two together give strong evidence to the theory that there is in fact a dragon in Winterfell, and that the dragon is now "loose", which would help account for the further increase in magical powers that show in the books that follow. From Bran's wolf dream:
"The ashes fell like a soft grey snow. He padded over dry needles and brown leaves, to the edge of the wood where the pines grew thin. Beyond the open fields he could see the great piles of man-rock stark against the swirling flames. The wind blew hot and rich with the smell of blood and burnt meat, so strong he began to salver.
Yet as one smell drew them onward, others warned them back. He sniffed at the drifting smoke. Men, many men, many horses, and fire, fire, fire. No smell was more dangerous, not even the hard cold smell of iron, the stuff of man-claws and hardskin. The smoke and ash clouded his eyes, and in the sky he saw a great winged snake whose roar was a river of flame. He bared his teeth, but then the snake was gone."
I think just as the fire Dany set birthed the dragons from the eggs, the fire of Winterfell freed the dragon there. What is the significance of a dragon in Winterfell? I think it strengthens the connection of Lyanna and Rhaegar as Jon's legitimate parents.