In the second episode of season 8 , Daenerys learns that her lover Jon Snow (Kit Harington) is actually Aegon Targaryen, son of Rhaegar Targaryen and Lyanna Stark : her nephew. Jon, who found out the news in the season premiere , is preoccupied over the fact that he isn't Ned Stark's son and that the woman he loves is technically his aunt. Daenerys, however, is more upset by the fact that he's the last male heir of House Targaryen, therefore having a better claim to the Iron Throne than she. During the intense reveal, a sound signaled that the White Walkers were approaching, and that the battle would soon begin, and that the episode was over, leaving us to wonder what was really going on in their minds.