Let's start with some of the most convoluted parts of the evidence. Exhibit A: The Azor Ahai prophecy. Azor Ahai is a legendary warrior who fought off the White Walkers (called the Others in the books) thousands of years ago. The followers of the Lord of Light (called R'hllor in the books) believe that Azor Ahai will be reincarnated when the world is under attack from the White Walkers again, during a harsh winter called the Long Night. And well, since the Army of the Dead is definitely real and definitely coming to Westeros, it would make sense that Azor Ahai would reappear at this crucial time. We have a lot of ideas about who Azor Ahai could be, but right now, for the sake of this theory, we are hypothesizing that it could be Aegon Targaryen, FKA Jon Snow.