While it's fairly downplayed in HBO's fantasy epic Game of Thrones, George RR Martin's A Song of Ice and Fire series—the books the show is based on—revolves almost entirely around an ancient cyclical prophecy about a reincarnation of an ancient hero who previously defeated the White Walkers and ended the long night a thousand years ago.
Called Azor Ahai in the books, the show primarily discusses the prophecy through Melisandre, who typically refers to the reincarnated hero as "The Prince Who Was Promised." Melisandre's main motivation as a character is to find and serve the foretold hero, who could be male or female due to the original prophecy's lack of gender distinction.
Most fans believe the hero fated to save Westeros could be Jon Snow, Daenerys Targaryen, or Jaime Lannister, as all three have, through one symbolic way or another, fulfilled the criteria the prophecy laid out to identify Azor Ahai. However, one eagle-eyed fan found a single line from Melisandre in the book A Dance With Dragons that seemingly confirms which one is the reincarnation, according to Metro.
While serving Stannis Baratheon in the book, Melisandre prays to her god, R'hllor, and uses her fire magic to try and look into the future, to seemingly disappointing results. "I pray for a glimpse of Azor Ahai, and R’hllor shows me only snow," she says.
While at the time snow was believed to be either a symbol for a blank answer or the encroachment of winter, many now believe that it could refer to Jon Snow either by his false surname, by his northern upbringing, or by his tenure as Lord Commander of the Night's Watch.
Neither R'hllor's divinity or the quality of Melisandre's magic can really be called into question at this point, because both have been demonstrated as being capable of some amazing feats. Though this feels like a confirmation, we won't know for certain until the eighth and final season of the show airs in 2019.