But this being Game of Thrones, it wasn't a straightforward, happy scene. Not only was it intercut with the confirmation that Jon is secretly a Targaryen (and therefore a threat to Dany's throne – plus, you know, her nephew), we also got shots of Tyrion creepin' in the hallway outside the fuck room, looking very, very concerned.
It was a little surprising, and led to a lot of theories, mainly falling into two camps: that Tyrion is either in love with Dany, or he's conspired behind her back to make Cersei's baby Dany's successor on the Iron Throne – a deal that a little Targaryen baby would undermine.
But the director of the episode, Jeremy Podeswa, has a more straightforward explanation. He told The Daily Beast that it's about Tyrion being uncertain of the future, and his position in it:
"Well I think there’s jealousy, but it’s maybe not romantic jealousy, in the way that it is for Jorah, for example. I think that for Tyrion, it’s more complicated. I think he has a very special relationship with Dany and he really believes in her as a true leader and has invested a lot in her. I think for him, with Jon and Dany getting together, this represents a possible undermining of his position with her and also a monkey wrench thrown into what the master plan really is meant to be around this entire alliance.
"The way I see it is Tyrion is a bit of a strategist – not just a bit of a strategist, he is a major strategist – and I think now, he can’t see where this is gonna go and that’s very difficult for someone who is always thinking three steps ahead. The consequences of Dany and Jon getting together are completely unknown. Is she gonna make decisions now based on this new relationship? Is she gonna be able to separate her personal [interests] from the interests of the greater group? What is this going to foretell for the alliance and what they’re all meant to do as a united front?
"So I think the worry for him is that now, everything is up for grabs. We don’t really know who’s going to side with who, what’s gonna happen at the end of the day, and which alliances are going to be the strongest."
Podeswa's explanation makes a lot of sense when you examine what's already happened this season from Tyrion's point of view. While he worries over Dany's impulsiveness and believes his role is important for keeping her in check, Dany has become increasingly pissed over the failure of his plans. Over the course of the season, she's listened to his advice less and less.
Instead, she's turned more and more to Jon Snow.
Even though Jon's advice was similar to Tyrion's at this point, the fact that Dany listened more to Jon seemed to concern Tyrion.
Tyrion was aware of the growing feelings between Jon and Dany. When the two said goodbye before the wight hunt, Tyrion clearly clocked the subtext between them. In the next episode, he seemed amused at Dany trying to disguise her worry over Jon, and confronted her with the fact Jon's in love with her.
There's no suggestion of personal jealousy on his part. But he was clearly trying to make Dany think carefully about the situation.