Just in case you haven’t already been bombarded enough with Jon Snow Targaryen clues, I have managed to find even more fuel to add to this ever-growing fire of speculation, which begins and ends with the Game of Thrones Season 5 finale episode, titled "Mother's Mercy." As you know, episode titles for any show can help to shed some light on what the storyline will be about. And while I'll admit that two words aren't usually that much to go on, given the subtle hints GoT has been dishing out all season long, I'm willing to bet this all has something to do with the L + R = J theory.
As you know, the theory suggests that Jon Snow is the son of Lyanna Stark and Rhaegar Targaryen. But since Lyanna knew that King Robert would more than likely kill every Targaryen he could get his hands on — whether it be man, woman, or child — she knew her son would never be safe unless he assumed a different identity, which is where her brother Ned comes in. It's here that she possibly begged her brother to show mercy (a mother's mercy, some might say) on her son by having him claim the boy as his own. And if that really is the case, then it's because of her merciful and selfless decision that Jon is still alive to this very day.
What I'm basically trying to say here is that the "mother" in "Mother's Mercy" could very well be Lyanna. It would certainly explain why multiple conversations have centered around her this season, especially since she's barely been brought up since Season 1. Why choose now to reopen that storyline unless there's some new information the writers are looking to bring to the table? They even had Sansa go back to the Stark family crypt to visit her tomb, perhaps indicating that the past can still have a hold on present-day events.
Not to mention the fact that there aren't that many other mothers in Westeros that are capable of showing mercy. Cersei certainly wouldn't qualify. (The day I see her perform a merciful act is the day I lay my very own dragon egg.) Though the High Sparrow did make mention of the Mother's Mercy in Episode 7, so perhaps it's not she giving out the mercy, but rather hoping to receive it. I guess anything is possible at this point.
There's a chance that the deceased Catelyn Stark could also qualify, however, there's nothing in her story arc that fits as well as this Lyanna theory, especially since the writers have sworn up and down that the Lady Stoneheart plot has been complete cut from the series. Not that I would put it past Thrones to lie to us if it meant increasing the show's shock value.
But just for argument's sake, let's say that they are telling us the truth. That just leaves us with Dany, Margaery, Brienne, Sansa, and Arya as our remaining leading ladies, none of which are actual mothers yet. (Unless we're including dragons in this category, that is. But I'm thinking Episode 9 "The Dance of Dragons" will take care of that.) So you can see why I'm growing more and more certain that Lyanna Stark will serve as a major turning point in the finale. Because if this theory does turn out to be true, then the battle for the Iron Throne just got a whole lot more interesting.
Winter may be coming to King's Landing. And with every winter comes Snow.