Let's go way back to the very first episode. We're introduced to the idea that Jon is different from the rest of the family when they find the direwolves.
Later in the episode, Robert Baratheon arrives at Winterfell, and heads straight for the crypt to see Lyanna's grave.
Next we have Jon being excluded from the royal feast because of his bastard status – although there's a chance Ned also wanted to keep him away from Robert. When Uncle Benjen arrives, Jon asks to join him in the Night's Watch, but is discouraged.
In Episode 2, we see the full extent of Catelyn's hatred of Jon.
Next we see Jon preparing to leave for the Night's Watch and saying farewell to Robb. This may be reaching, but it's interesting to hear Jon say black was always his colour, when it's not just a symbol of the Night's Watch, but it's also a Targaryen colour.
This is followed by a really crucial scene – Ned and Jon's final farewell, in which they discuss Jon's mother.
Jon's mother comes up again later in a scene between Robert and Ned. Ned gives Robert the name he clearly uses as a cover when pressed, but is quick to shut the conversation down.
This is underlined when the conversation switches to Daenerys Targaryen, and Robert's desire to have her (and every Targaryen) assassinated. Ned is angry and disgusted, and when he says, "You can't get your hands on this one," there's no doubt he's thinking about Jon as well as Daenerys.
In Episode 4, Jon tells Sam that the reason he's never had sex is because he doesn't want to father a bastard, like his own father did. The fact that Ned refused to talk about Jon's mother is mentioned again.
In this scene, there's a pole in the background that appears to have the initials R and L carved into it – which could be an Easter egg for R+L=J.
Episode 5 continues the tension between Robert and Ned over the king's obsession with killing all Targaryens. Ned is so furious that Robert plans to have Daenerys murdered, he resigns as hand of the king.
In the same episode, we get an amazing conversation between Cersei and Robert, containing even more insight into Robert's obsession with Lyanna and extreme hatred of Rhaegar.
In Episode 7, Ned confronts Cersei with the knowledge that her children are Jaime's, and he accuses her of always hating Robert. Cersei reveals she actually loved him once, and it was the fact that Robert called her "Lyanna" on her wedding night that made her hate him.
In Episode 9, after Ned is arrested and Robb goes to war, Maester Aemon confronts Jon about his desire to abandon his Night's Watch vows to ride to their aid. They talk about what Ned would do when having to choose between honour and love.
Within the same episode, Ned chooses love over honour once again when he confesses to treason in an attempt to save Arya and Sansa. Joffrey orders his execution anyway, and Ned mumbles something before he is beheaded – with some speculating he is saying, "I kept my promise."
The Season 1 finale has Bran telling Osha the ~official~ (read: spread by Robert Baratheon) story about Rhaegar and Lyanna while showing her the crypt at Winterfell.
On to Season 2. There aren't a lot of hints in this season, but we're reminded of how out of character it would have been for Ned to father a bastard when the imprisoned Jaime taunts Cat.
In Season 2, Episode 6, there's a brief line that isn't exactly a clue, but is worth mentioning: Jon proudly tells Qhorin Halfhand that Ned always emphasised how he was of the North.
In Season 3, Episode 2, we revisit Cat's hatred of Jon and get a glimpse into her guilt over her inability to love him.
In the next episode, we get the first positive mention of Rhaegar, when Ser Barristan and Ser Jorah tell Daenerys about him.
This is backed up in Season 4, Episode 1, when Oberyn Martell talks to Tyrion about Rhaegar, who was married to his sister, Elia. It's significant that Oberyn, who has every reason to hate Rhaegar, frames his relationship with Lyanna as an affair, not an attack.
Moving ahead to Season 5, and the fourth episode is full of R+L=J clues. First, Stannis expresses doubt about the idea that Ned would father a bastard with some random woman.
Then, Melisandre tries to seduce Jon, sensing power in him that can "cast shadows".
Next there's Littlefinger and Sansa at the crypt of Winterfell. Sansa mentions that Ned never talked about Lyanna, reminding us of the painful/secretive nature the topic held for Ned. Then Littlefinger tells Sansa the story of how Rhaegar publicly snubbed his wife Elia in favour of Lyanna at the tourney of Harrenhal.
Finally, we have Ser Barristan and Daenerys once again talking about what a great guy Rhaegar was.
In the next episode, Sam and Maester Aemon discuss Daenerys being stranded in Meereen, and Aemon's line about lone Targaryens is followed by the very pointed entrance of Jon Snow.
When Jon is murdered in the Season 5 finale, and then Season 6 opens with his body lying in a bloodstain, there seems to be a pattern to it. Some fans believe his blood turns from the shape of a wolf into a dragon.
Season 6, Episode 2 features Lyanna herself for the very first time. We see her as a young girl in Bran's vision, showing off in front of her brothers at Winterfell. She comes across as fierce, kind, and smart.
The next episode gives us our first taste of the Tower of Joy, aka the place that Jon was born. Although the Three-Eyed Raven removes Bran (and therefore, the audience) from the vision before he sees inside the tower, the interaction between the young Ned and Ser Arthur Dayne tells us a lot.
Season 6, Episode 6 features another of Bran's visions, including a very brief shot of what we later find out is Lyanna dying after giving birth to Jon.
The following episode contains a reference to Lyanna, as Jon and Sansa meet with little Lyanna Mormont and explain she was named after their aunt (really Jon's mother).
Then we have the Season 6 finale, in which Jon repeats his line from the very first episode about not being a Stark.
In the same conversation with Sansa, when she mentions that "winter is here", Jon laughs and makes a comment that is striking when you know of Ned's actual promise to protect Jon.
Of course, most important in this episode is the continuation of the Tower of Joy flashback, during which Bran actually gets to see inside the tower – and officially learns that Lyanna is Jon's mother.
There's a great shot of baby Jon and his brown eyes transitioning to adult, soon-to-be King in the North Jon. Just in case there was any doubt over who the baby was.
Which brings us to Season 7. In Episode 2, we get a brief mention of Rhaegar when Jaime is talking to Randyll Tarly.
The same episode has Jon leaving for Dragonstone, much to the disgust of pretty much everyone who follows him. Yohn Royce talking about how Targaryens can't be trusted to Jon is kind of funny when you know the truth. But it's interesting that the comment is followed by Jon emphasising how much the North is a part of him.
This is followed by a scene in the crypt of Winterfell, with Jon ruminating in front of Ned's statue. Littlefinger walks in and starts badgering him about how Cat hated him, while Lyanna's statue can be seen right over Jon's shoulder.
In Episode 3, we see Jon arrive at Dragonstone, and once again delivering that line about not being a Stark. This time, it's instantly followed with a fuck off-huge dragon of foreshadowing.
Later in the episode, we hear Dany actually mention Rhaegar's name to Jon when explaining who her dragons are named after. Dany then talks about Viserion and Rhaegal in a way that could also apply to Jon and Dany themselves.
The same conversation has Jon telling Dany he doesn't enjoy what he's good at – a clear reference to killing people, and another parallel between Jon and what Ser Barristan told Dany about Rhaegar.
Episode 3 also gives us Bran arriving back home at Winterfell, and mentioning his need to speak to Jon.
In Episode 4, Missandei questions Jon about why his name is Snow, while his father's name is Stark, allowing him to explain that his mother and father weren't married – and setting us up for a greater impact when the truth is actually revealed three episodes later.
In Episode 5, Jon pets Dany's fave kid, Drogon, which is pretty significant not just for their relationship, but also for Jon being a Targaryen himself.
This episode also gives us Gilly discovering Rhaegar annulled his marriage to Elia and secretly married "someone else", i.e., Lyanna.
In Episode 6, when Beric and Jon are chatting during their trek north of the Wall, Beric mentions how Jon doesn't look much like Ned.
Which brings us to the Season 7 finale. In the Dragonpit, Daenerys talks about the destruction of the Targaryen dynasty. The conversation – and Jon's response – has a whole other level of meaning, knowing Jon is also a Targaryen.
Later, there's a touching scene between Theon and Jon, in which Jon reassures Theon that no matter what, Ned is a part of him, and he doesn't need to choose between his two families.
Finally, we get the moment we were all waiting for: complete confirmation of R+L=J. Sam arrives at Winterfell and immediately starts chatting to Bran, and together, they piece together the truth.
We finally see Rhaegar onscreen, and we learn once and for all that he and Lyanna were in love, and married.
And we get the complete Tower of Joy flashback, now with Jon's real name: Aegon Targaryen.
The sequence ends with by highlighting the ultimate implication of this revelation: yes, Jon Snow (or, er, Aegon Targaryen) is not only legitimate, he is THE heir to the Targaryen throne.
One things for certain – Season 8 can't come quick enough.