Spoiler alert: This post contains spoilers for the sixth season finale of Game of Thrones.
Last night's Game of Thrones finale was a series of (well done) moments that some fans of the books and HBO series had already predicted, but one major reveal has led to speculation about another long-held theory that may come true in the books and seasons to come. This will take some explaining, so stay with us ...
Maybe the biggest confirmation of the night was that Jon Snow, the King of the North and the supposed bastard son of Ned Stark, is actually the son of Lyanna Stark (Ned's sister) and Rhaegar Targaryen (Daenerys' brother), which makes him the nephew of the Mother of Dragons. Some fans believe the reveal is also a confirmation of the prophecy mentioned by Rhaegar in George R.R. Martin's book series, A Song of Fire and Ice. According to the wikia for the book, Daenerys has a vision of Rhaegar and his wife, Elia Martell, discussing the name that Rhaegar would choose for his son. Speaking of Aegon VI, Rhaegar says "he has a song. He is the prince that was promised, and his is the song of ice and fire." In the vision, Rhaegar also says "there must be one more ... the dragon has three heads."
The theory is that the "prince that was promised" is Jon, not Aegon, and that he will join his aunt Daenerys as another head to the dragon, or maybe in the literal sense, as Mashable points out, that he may ride one of her other two dragons into war. That would leave one dragon unaccounted for, but the show may have forecasted that, too. Another theory that has not yet been proven—or disproven—by the show is that Tyrion Lannister, now officially Daenerys' right-hand man, is the son of Joanna Lannister and Aerys II Targaryen (a.k.a. the Mad King), not Tywin Lannister. That would make Tyrion a Targaryen as well, and possibly the third head of the dragon, making the prophecy complete.
Because the books are now behind the HBO series as far as plot is concerned, only Martin and the showrunners know for sure where all of this is going. The rest of us will have to wait impatiently for the dots to be connected ... we just hope Arya and Gendry are two of those dots.