After teasing a romance between Jon Snow and Daenerys Targaryen on Game of Thrones for an entire season, their hook-up was plagued with ominous warnings. Not only was the scene juxtaposed with Bran and Sam discovering that Jon is Daenerys' nephew, but Tyrion witnessed their tryst with a worried look. Does Tyrion know about Jon Snow's parentage on Game of Thrones? Perhaps Tyrion went too far in trying to align the two outcast heroes.
It was established in Season 1 that Tyrion Lannister loves to read, but it doesn't seem likely that he's somehow worked out that Ned Stark's bastard is the secret Targaryen son of Rhaegar and Lyanna. He's more focused on his own family. The news that Cersei is pregnant with Jaime's child means that Tyrion might be working out a way to protect his sister in the war they're fighting. (Maybe to make up for his roles in killing her other kids?) Or, Tyrion might also just be worried that this Jon/Dany alliance has become emotional and personal instead of political and practical. No matter whose side Tyrion ends up on, this complicates things quite a lot.
There's also the theory that Tyrion was troubled because of jealousy. Did he fall head over heels for Daenerys Targaryen just like every other man in her life? Lovesick Tyrion is the best Tyrion, but there has to be an exception. In an interview with TV Guide from July, Peter Dinklage said that Tyrion is smitten with his new Queen, but that could go a lot of ways. A love quadrangle between Jon, Dany, Tyrion, and Jorah Mormont seems like a waste of time at the end of the series. Maybe Tyrion is just feeling lonely on that boat. Cersei did bring up Shae in their meeting, which was particularly rude.
What is immediately important is that there is a witness to this incestuous affair. Jon Snow proved that he's not cool with lies, but now there is no way for him to deny his relationship with Daenerys especially if she ends up pregnant and he has fathered a bastard — his biggest fear. Tyrion may not know the secret of Jon Snow's birth, but he knows one of his secrets. How he plans to use that information will shape Game of Thrones Season 8.