Throughout the first seven seasons of Game of Thrones, Jon Snow believed himself to be the son of the honourable Ned Stark and an unknown mistress.
Rhaegar, though, was not a faithful man and ended up running off with Ned Stark’s sister, Lyanna, who was betrothed to Robert Baratheon.
He then travels back to the ceremony, sees that the marriage between Lyanna and Rhaegar was official, and that they wanted to call their son Aegon Targaryen.
It was previously believed that Rhaegar had been unfaithful to Elia Martell, capturing Lyanna and enslaving her at the Tower of Joy.