Season 6 Episode 10’s big reveal was R+L=J, but there was far more significance to the scene than just figuring out who Jon Snow’s real parents are. HBO made it a point to focus the camera on young Ned Stark placing Ser Arthur Dayne’s sword down at the end of Lyanna’s bed as she lay in blood.
Why is this significant? Because Dayne’s legendary sword — Dawn — was said to be made from metal forged from the heart of a fallen star. And this relates back to the prophecy of Azor Ahai. Azor Ahai is a prophesized hero who will lead the battle against the Others (the White Walkers) in the great battle between the living and the dead.
Jon Snow is Azor Ahai: Born beneath a bleeding star
Azor Ahai will be “Born amidst salt and smoke, beneath a bleeding star,” according to the prophecy. In the scene in the Tower of Joy, Jon Snow is literally born beneath a bleeding star. And the show was very intentional about focusing on the sword and the blood. (Credit to reddit user hatchman88 for making this connection.)
The “salt and smoke” part is a little harder to fit to Jon Snow. There’s still a chance in the books Jon’s resurrection will involve salt and smoke in some way. Davos could represent salt (he was a seawater smuggler his entire life), and Melisandre could represent smoke (fire). The prophecy fits Dany too (she was literally reborn under a red comet in the sky amidst salt and smoke the night she burned Drogo’s body), but that could easily be a red herring. And there’s also a theory that Jaime Lannister is Azor Ahai.
But there’s more to the Azor Ahai theory than just being born beneath a bleeding star amidst salt and smoke.
Azor Ahai’s burning sword, Lightbringer
Azor Ahai will stand against the Others (the White Walkers) in the great battle to come. Azor Ahai tried thrice to create a sword capable of defeating the Others. On his third (and successful) attempt, he drove his sword into his wife’s chest, combining her soul with the steel. When he pulled his blade from her chest, he had created Lightbringer, a sword that perpetually glowed with heat (fire) and was capable of defeating the Others.
“[T]here will come a day after a long summer when the stars bleed and the cold breath of darkness falls heavy on the world. In this dread hour a warrior shall draw from the fire a burning sword. And that sword shall be Lightbringer, the Red Sword of Heroes, and he who clasps it shall be Azor Ahai come again, and the darkness shall flee before him.”
-A Clash of Kings, Davos I
Winter has (finally) come in Westeros, but the darkness is not quite “heavy” on the world yet. (Bran will probably have to accidentally let the Others through the Wall first.) So there will still come a day when Azor Ahai will have to draw from the fire a burning sword.
Melisandre’s role in the Jon Snow is Azor Ahai theory
Melisandre had an important scene with Jon Snow in Season 6 Episode 10. After learning that she burned princess Shireen at the stake, Jon Snow told Melisandre to ride south, and if she ever returned north, he would execute her. Since we know the Starks are always the ones to carry out their own justice, if she does return north, Jon would be the one to execute her. (Side note: Melisandre is likely going to team up with the Brotherhood Without Banners and somehow meet up with Arya again.)
When Melisandre inevitably returns north prior to the great battle with the Night’s King, Jon Snow will be forced to stay true to his word and execute her. It’s possible that Jon Snow will kill her with his sword (Longclaw), and when he pulls it from her chest, it will turn into Lightbringer, the burning sword. Melisandre is not his wife, but she is filled with the light of the “Lord of Light,” which she used to resurrect Jon Snow. Their fates are clearly tied together in some way. If her light-filled soul is combined with Jon’s Valyrian steel sword, it could very well create Lightbringer.
The Prince that was Promised
There is another prophecy in the world of Westeros about “the prince that was promised.” There are some overlaps with Azor Ahai, but it’s unclear if it’s two separate prophecies, or just two versions of the same prophecy. Similar to Azor Ahai, the Prince that was Promised is prophesized to lead the living in the great battle against the dead.
In any event, a “bleeding star” is said to herald the coming of the Prince that was Promised. And the Prince that was Promised will have his own song — the “song of ice and fire.”
The events in Season 6 Episode 10 indicate that Jon Snow could also be the Prince that was Promised. A bleeding star heralded his coming, and he was born to Lyanna Stark (ice) and Rhaegar Targaryen (fire) — so his is truly the song of ice and fire.
What did Lyanna whisper to Ned Stark?
So what exactly did Lyanna Stark say to Ned Stark as she lay dying in her final moments? We don’t get to hear what Jon Snow’s name really is, but we now know for sure that he is not the bastard son of Ned Stark.
“Listen to me, Ned. His name is … If Robert finds out, he’ll kill him. You know he will. You have to protect him. Promise me, Ned. Promise me.”
-Lyanna’s final words to Ned Stark
Some people think it looks like she named him “Aegon” before dying. Obviously, Ned Stark couldn’t show up with a bastard son named Aegon, because that would send up some red flags. It was faded out in the show, which implies that Jon Snow’s real name will have legitimate significance. It was also implied that Bran could actually hear what the name was. He will likely be the one to reveal the information.