Game of Thrones' worst kept secret during Season 6 (next to Jon Snow's obvious resurrection from the dead) was the R+L=J theory coming true. While Bran is learning to navigate that three-eyed raven life (and stumbling significantly along the way), he has several visions of his father and aunt running around Winterfell as wee babes. As he explores his family history via warging, he has a flashback of Lyanna in a tower guarded by Rhaegar Targaryen, giving birth to his son, whom Bran knows to be Jon Snow. So is Daenerys Jon Snow's aunt on Game of Thrones? Here's how the family tree breaks down.
We thought Jon Snow was Ned Stark's bastard son, born during Robert's Rebellion, when Ned was away from Winterfell fighting on the front lines alongside his best friend. Ned comes home with a baby he claimed to be his bastard and raised him alongside his own children, breaking his wife Catelyn's heart. But the truth is, Ned rescued Jon from the arms of Lyanna right after she had given birth. He was a Targaryen baby, which, in the midst of a rebellion against a Targaryen rule, meant certain death for any heirs. But he was also the son of Ned's beloved sister, Lyanna, so Ned did some quick thinking and made up a story to save the baby's life, giving him the traditional last name of Northern bastards.
Rhaegar Targaryen was the eldest Targaryen prince, son of Mad King Aerys, and older brother to Viserys and Daenerys, who managed to escape the rebellion with their lives as babies. Rhaegar was slain by Robert Baratheon, who deeply loved and was betrothed to Lyanna, as payback for stealing his bride-to-be. In fact, Rhaegar and Lyanna's relationship is said to have been what ignited Robert's Rebellion in the first place.
So yes, Daenerys Targaryen is Jon Snow's aunt. But more importantly, Jon Snow, as Prince Rhaegar's only living son, is technically the next Targaryen in line for the throne, if you believe that the Iron Throne rightfully belongs to the Targaryens. Luckily, he doesn't seem very interested in ruling the Seven Kingdoms. But given his friction with Dany over battle priorities, there may be some mixed feelings when the two realize they are related. Daenerys believes she's the only Targaryen left. How will she feel to learn this bastard is her sole living relative and could take the throne she so craves?