The newly-anointed King of the North, officially has a father.
While we were pretty sure his dad was Rhaegar Targaryen, we didn't have any definitive proof. During the scene where we discover that Lyanna Stark, Ned Stark's sister, gave birth to Jon Snow, she whispered something in Ned's ear that we couldn't quite make out.
Most people, thought it was his real name, which would have more or less revealed which house he came from. While we will have to wait to find out what Snow's birth name actually was, we do know for certain that his dad was Rhaegar, who is Daenerys' brother.
HBO released a chart explaining that connection, among many more, on the GoT blog, MakingGameOfThrones.