Ned was always very cryptic about Jon, and combined with an unknown backstory about Lyanna, Robert Baratheon, and the Targaryans that is obviously out there, I can see someone reasonably making this speculation (I'm show only and have found myself doing it). I do think it's been pretty clear for a long time that Jon isn't Ned's or some run-of-the-mill bastage and likely has some connection to royalty, be it Baratheon or Targaryan. And my money would absolutely be on Targaryan. The Baratheon bastage thing has been done. This one is more complex/mysterious and Maester Aemon's involvement points that direction too. They've gone from subtle speculation to pretty much hitting the audience in the face with clues at this point.