As the two get together for the first time, however, fans are given the full confirmation of a longstanding theory and something that got pretty much confirmed earlier, which is that Jon Snow is actually Aegon Targaryen. The R+L = J theory came to be, meaning that Jon Snow was the blood nephew of Daenerys.
Do Daenerys and Jon have the same father?
Daenerys declared during the second episode of season 8 that she loved Jon Snow and even diverted her singular mission to capture the Iron Throne because of his war. … In the final moments of the episode, Jon told Daenerys that he is the son of Dany’s brother, Rhaegar Targaryen, and therefore her nephew.