According to recent news, June 26 finale of "Game of Thrones" season 6 confirmed that Lyanna Stark, Ned Stark's sister, is Jon Snow's mother. She asked her brother, Ned, to protect her son as she lay dying from childbirth. Even though the mother's identity was confirmed, the Snow's father still remained a mystery until now.
However, fans believed for a long time that Rhaegar Targaryen was Snow's father as he reportedly kidnapped Lyanna and then raped her. She was betrothed to Robert Baratheon at that time. The HBO infographic explains all the different characters on the show and also explained their relationship with one another. In that infographic, Jon Snow is seen linked to Lyanna Stark and Rhaegar Targaryen. It also depicts that Rhaegar indeed abducted Lyanna while he was married to Elia Martell. By this logic, Daenerys Targaryen is Jon Snow's aunt.
Now that his lineage is confirmed on the show, he has become a legitimate contender for the iron throne. Another thing confirmed is that Jon Snow and Sansa Stark are not siblings but cousins. It is, however, unclear whether Jon will know about this secret in season 7, since the only person to know this Bran Stark who is hundreds of miles away.
Kit Harrington, playing Jon Snow's character on the show, said in a statement, "Thrones is really, at the heart of it, about dysfunctional families." Will Jon ever learn about his true identity? Probably future seasons will tell.