This is probably the most popular Game of Thrones theory there is, so let's just get this one out in the open. According to Game of Thrones urban legend, Jon Snow is not actually Ned Stark's bastard son but instead the son of Ned's sister, Lyanna Stark, and Rhager Targaryen, Daenerys' brother. This would make Jon both a Stark and a Targaryen, a very powerful combination in the world of Game of Thrones. Based on the trailers for the new season, many people think this theory will finally be confirmed this season because it looks like there will be flashbacks.

"Men's laws give you the right to bear my name and display my colors since I cannot prove that you are not mine."

This scene between Tywin and Tyrion, and Tywin's harsh words to Tyrion basically confirmed for every Game of Thrones fan that Tyrion is not actually a Lannister. Instead, the popular theory is that Tyrion's mother, Joanna, was either seduced or raped by the mad king, Aerys Targaryen, thereby also making Tyrion a Targaryen and Daenerys' brother. Now that Tyrion and Daenerys have met, maybe this family secret will finally come out somehow. If it's true, that is.

You may be asking yourself why all these theories have to do with Targaryens. That's a good question. Luckily, there's also a good answer. If you didn't read the books, you may not know about this, but in the novels when Daenerys went to the House of the Undying, one of her visions was a man that looked somewhat like her brother, Viserys, and a woman with a newborn. Amongst the many things that were said, the man seemed to look at Dany, though he could not see her, and said, "There must be one more...The dragon has three heads."

Although one could say this is just a reference to Dany's three dragons, the more popular theory is the vision points to three important Targaryens: Daenerys, Jon, and Tyrion. All three of their mother's died while giving birth to them, and it is said that the dragon must be born from blood. And with the White Walkers closing in with each passing season, who better to kill them than some Targaryens and their fire breathing dragons?

There's an endless list of theories on this because, let's face it, no one wants Jon Snow to be dead. Well, except the men of the Night's Watch. One popular idea is that when Jon was "killed" his soul (spirit?) went into his direwolve, Ghost. Again, this is an idea that comes from reading the books (seriously, read the books) but it's a pretty good one. The idea is Melisandre, the Red Witch, can bring Jon Snow back from the dead (or from Ghost's body), bringing him back to life.

Another alternative theory is since Jon is presumably a Targaryen, when the men of the Night's Watch attempt to burn his body on the pyre he would actually come back to the life because "fire cannot kill a dragon."

Although the odds of this happening in Season 6 of Game of Thrones seems slim since Daenerys is currently in captivity, many people believe Arya and Daenerys are on a collision course. Quick Game of Thrones history lesson: Once upon a time there was an empire called Valyria, which was destroyed by a cataclysmic event called "the Doom." A hundred years prior to "the Doom", a bunch of slaves left Valyria and became the Faceless Men that Arya has now joined. The Targaryens also left Valyria before "the Doom."

In summary, the Faceless Men hate Valyrians and their dragons, and Daenerys is a Valyrian who has some dragons. At some point, Daenerys might take her conquering too far and end up facing off with the Faceless Men and Arya. However, now that one of Daenerys' main goals as a Khaleesi is to end slavery, maybe she and the Faceless Men can work out a deal?