In hindsight, George R.R. Martin had been laying clues for Game of Thrones fans about Jon Snow's real parentage for years. That's probably why pretty much everyone knew the Season Six and Season Sevens twists that revealed Jon to be a Targaryen, the son of Rhaegar Targaryen and Lyanna Stark long before they'd been revealed in the show. One clue, which one Redditor pointed out after the finale, is in Jon Snow's bastard name given to him by Ned Stark:
I know this has probably already occurred to everybody, but I was thinking about how Ned named his three sons after people who were close to him. Robb is named after Robert Baratheon, Bran is named after Ned's brother Brandon, and Rickon is named after Ned's father. But then I remembered that Jon is named after Jon Arryn, the man who wasn't Ned's father, but raised him like a son. That's a really beautiful detail.
Essentially, Martin had been hinting to Jon's true parentage from the beginning. Ned Stark returned from Robert's Rebellion with baby Jon, claiming the child was his son from a woman he slept with during the war. This, we now know, is not true. Jon is actually the son of Ned's sister Lyanna, who he promised to raise as his own to keep the child safe from those hunting down the Targaryen heirs to the throne.
Jon's real name is Aegon Targaryen, likely named after Aegon the Conqueror, who conquered Westeros, established the Seven Kingdoms and began the Targaryen dynasty. While names might seem like tiny details, Martin has long made clear the importance of names in Westeros. Just something to pay attention to as Game of Thrones moves forward into its eighth and final season. Who knows what secrets have been lurking in character's names for years.