Theories about Jon
We have lots of stuff here. Since Jon has now become one of the most important characters (I consider him one of the big six characters - Jon, Tyrion, Cersei, Dany, Jaime and the Night King - left in the show), he is obviously topic in many theories.
We already know that he is not a bastard (a “Snow”) at all, but this is our viewer’s privilege. In the show, nobody except Bran and Samwell Tarly know it, at least not officially. It is possible that Melisandre or Kinvara know it, or at least consider it a possibility, but this is pure speculation.
Being a true Targaryen1, he is also First of His Name and therefore rightful heir to the Iron Throne, and this fact alone opens up a lot of new theories. Until now, the Dragon Queen Daenerys was thought to be the only rightful heir of house Targaryen, but the new situation makes her only number 2 after Jon and this is something she has not yet learned. For sure, it will be revealed to her in season 8 and it will be interesting to see the outcome.
To us fans, Jon’s ancestry became clear with the famous Tower of Joy scene in season 6, episode 3, featuring the epic sword fight between young Ned stark and Ser Arthur Dayne and was finally confirmed in the season 6 final. In S07x05 we learned that Jon’s parents got married in a secret ceremony after Rhaegar had his marriage to Elia Martell annulled by the High Septon, which finally strips Jon/Aegon from his bastard status and makes him a true Targaryen.
We also know, that his real name is Aegon Targaryen, but for historical reasons and because this fact is still unbeknownst to him, I’ll continue to use the name Jon, which was given to him by Ned Stark as part of the protection scheme against the wrath of Robert Baratheon, whose intention was to wipe out all Targaryens left in the world.
First, Jon is the Azor Ahai
Very plausible theory on good and solid foundations, thus very popular in the community, but not without flaws and possible missing links.
Jon will not survive
GRMM has stated the end of the show will be bittersweet. Whatever that means in detail, I think it is safe to assume that at least one, possibly more of the favorite main characters will die in the final season. Some may die under tragic circumstances, maybe by (self-)sacrifice. The article about the Azor Ahai (linked above) theory discusses one such possible event.
Who may die?
Anyone could, though I’m very positive about Arya and - for some reason I cannot explain - also believe The Hound will survive. I wouldn’t bet on anyone else, particularly not on Jon who may or may not have to fight the final battle versus the Night King, possibly riding a dragon in the process. I’m also very certain that Cersei, Varys and Melisandre are all going to perish in the final season.
True in that he is the righteous son of Rhaegar Targaryen and Lyanna Stark who were married in a secret ceremony before Rhaegar died in battle during Robert’s rebellion. ↩