Marcellus, NY
Good god, has nobody read the books? 
Lyanna Stark was promised to Robert Baratheon. Prince Rhaegar won the Tournament at Harrenhal. After winning the tournament Rhaegar took the laurel of winter roses and presented them to Lyanna instead of his own wife, Ellia Martell. This began the events leading to Roberts rebellion. A year later Rhaegar took Lyanna Stark to the Tower of Joy with Ser Arthur Dayne and Ser Oswell Whent. There is a lot of importance to who came to take her, I will get back to that in a minute.
After Lyanna was taken Lord Rickard Stark (Ned & Lyanna's Father) and Brandon Stark (Ned & Lyanna's older brother) both raced to Kings Landing to demand Rhaegar's head. The Mad King arrested them as traitors and strung them up. Lord Rickard was burnt to death and Brandon was strung up and ended up strangling himself while his father was being burnt alive. This started the rebellion.
Robert Baratheon claimed that Rhaegar kidnapped Lyanna and raped her, but Ser Barristan Selmy believed that they were in love. This is where the show fails to give viewers some crucial details that make all these "clues" make sense. In the books we get to see some of Neds "memories" about Lyanna's death when he is waiting for death below the Red Keep. Through the other books we get more and more little fragments of those events but you really have to pay attention. Ned and Howland Reed were the only two that survived that day so the information is sparse. THe show gives us a visual account but unless I missed it, the show fails to give some crucial information about that scene.
Ned Stark, Howland Reed, and 5 other Northerners arrived at the Tower of Joy to find it guarded by Lord Commander Gerold Hightower, Ser Arthur Dayne, and Ser Oswald Whent. Where the show fails on this scene is a piece that the book gives out early. I don't remember exactly where but I believe it's Barristan Selmy giving a historical account of the Kings Guard. He tells how about the function of the Kingsguard and explains that their purpose is to protect the royal family and ONLY the royal family. So here we have the 3 most trusted and most powerful Kings Guards standing guard outside a tower that holds nobody except Lyanna Stark. Big fight ensues and the only survivors are Ned and Howland Reed. Ned goes inside to find Lyanna.
In the show we see her dying in a bed covered in blood, in the books we learn that she is dying in a "bed of blood". In book 1 Mirra Max Duur (red lady that tries to save Khal Drogo) tells Dany that she knows all the secrets of the "Bloody bed" and has never lost a child herself. Lyanna tells something to Ned which we see as the whispers about not letting Robert know. While this is going on Robert is killing Rhaegar on the Trident and Jaime is killing the Mad King and opening the gates. Rebellion is over, Robert is king, and Ned returns home......with a newborn baby that he claims is his bastard from some commoner woman.
All the pieces are there. Now we know why the 3 most revered Kings guards are protecting the Tower of Joy, they are protecting the prince's newborn son. That means that Dany is John's aunt. In line of succession though the prince's son would be before the prince's sister. In last week's episode they fully let the cat out of the bag while Ghilly was reading the Maester's books. Prince Rhaegar had his marriage annuled so he could marry another. Rhaegar marries Lyanna and now John is a true born Targaryan.
Now I am going to have to go read the books again just to see if there is some mention of annulment that I might have missed.
Maybe later I will get into why John Snow is the reincarnation of Azor Azhai or The Prince that was Promised. Azor Azhai rose up with his flaming sword (lightbringer) to drive back the darkness and end the Long Night.
