Rumor?
There is a popular rumor about Ned Starks's sister Lyana. It is known that Ragaer Targaryan kidnapped Lyanna and kept her captive. This is what started Robert's war, since he was betrothed to her. Ned eventually found her, dying after having given birth to a boy (Jon Snow). So, Jon Snow (in this scenario) is the son of a Targaryen and a Stark. If he were to marry Danerys, who, I think, would be his Aunt, then we have the Targaryen tendency of marrying one's close relative.
I have no idea if that would turn out to be the case, and since GRRM is taking his sweet time writing the ending of this saga, we may never know.