This was one of the most frustrating parts of the finale. While we learned for certain that Jon Snow is not Ned Stark's bastard — he's the son of Ned Stark's sister Lyanna — show watchers were still uncertain about the identity of his father. 

Tuesday evening, HBO finally confirmed a long-standing fan theory (R+L=J, which you can read about here) which says Jon's the son of Lyanna and Rhaegar Targaryen. 

While an exciting development, it's a mystery when this will be revealed on the show.