During the latest episode of Game of Thrones, it was revealed that the popular "prince that was promised" prophecy could also refer to a princess. This has led many fans to firmly believe Daenerys is the chosen one and the reincarnation of Azor Ahai. However, others believe Daenerys is just another red herring and the real Azor Ahai is Samwell Tarly.
For those who don't know, Azor Ahai is a legendary figure for those who follow the Lord of Light, like Melisandre. Legend has it, Azor forged the Lightbringer sword a 1000 years ago, which he used to the defeat the darkness of the "Great Other." However, in order to get the full power of the Lightbringer, Azor first had to plunge the sword into the heart of his loving wife, Nissa Nissa. The prophecy of "the prince that was promised," suggests that Azor will be reborn after a long summer and stand against the "Others," though some fans believe Azor and "the prince" could be two different people.
To most fans, the Great Other is said to be the White Walker King, though this was never explicitly said in the books or show. Still, it is believed that "the prince that was promised" will be the one to defeat the White Walker King and because Sam has already killed a White Walker that's already one clue that he could be Azor.
Another indicator that Sam is Azor is at the end of Season 6 he took his family's sword, Heartsbane, which is made of Valyrian steel. The sword is one of the few left of it's kind and it's also one of the few weapons that can be used to kill white walkers. Additionally, as Reddit user EdwinTheCartoonist pointed out, Sam could then end up killing Gilly, who he obviously loves, with the sword so it could have the power of the Lightbringer, just as Azor killed his wife.
However, it's unclear why Sam would have to kill Gilly. He doesn't know about this prophecy so it's not like he'd kill Gilly for the sake of making his sword into the Lightbringer. Reddit user Roh33Rocks has an answer for that. They theorize that Gilly could somehow end up dying and turning into a wight and Sam will attempt to use the same magic that saved Benjen's life along with the sword to save Gilly but it won't work. Instead, he'll fail, killing Gilly.
Truthfully, this all seems like a bit of a stretch but with Game of Thrones you never really know. Whoever Azor Ahai is, they better arrive son because winter is here.