Winter has finally arrived on Game of Thrones and Jon Snow is the only preparing for the upcoming battle against the White Walkers. From experience, he knows one of the only things that can kill a White Walker is dragonglass but what is dragonglass on Game of Thrones?
According to the Game of Thrones wiki, dragonglass is actually obsidian, a form of volcanic glass. Besides dragonglass, the only other known substance that can kill White Walkers is Valyrian steel, hence why Jon desperately needs to get his hands on some more. Thankfully, his good friend Sam Tarly, who's currently training to be a maester, knows where a ton of dragonglass can be found.
Though Sam hasn't gotten to do much in his training as a maester though far, he was able to sneak around and grab himself a book that revealed where dragonglass was located. Apparently, there's a mountain underground at Dragonstone castle that withholds all the dragonglass Jon could ever need to equip an army against the White Walkers. There's only one problem. Dragonstone castle is the ancestral seat of House Targaryen, and while the place had been empty and abandoned ever since Stannis Baratheon left it, Danerys has now returned to reclaim her family home.
During the episode, Sam sent Jon a letter letting him now where the dragonglass could be found and based on the teaser trailer for the next episode, it's clear Jon got it. Now it's up to him to figure out how to proceed. Jon also received a letter from Cersei during the premiere, telling him to come to King's Landing and kneel before her or face the consequences.
At this point, it seems in Jon's best interests to make nice with Daenerys and align himself with her. She has the dragonglass, which he'll need to destroy the White Walkers, and they could team up against Cersei. Plus, the good thing for Jon is, Danerys is probably unaware that she's sitting on a pile of dragonglass or why he so desperately wants it. Therefore, she doesn't even realize how much an alliance with her would help Jon and can't hold it over his head.
Plus, Jon is technically a Targaryen so this alliance was basically meant to be. Sure, neither of them know that Jon is Daenerys' nephew but maybe now that Bran is at the wall he can let someone know the truth.
Whether or not Jon's parentage is revealed, knowing Jon he'll make contact with Danerys simply because he needs the dragonglass, and for him that's the most important thing right now, whether Sansa likes or not.