We now know Jon Snow is the legitimate child of a very-married Lyanna Stark and Rhaegar Targaryen thanks to the expert detective work of Samwell Tarly (John Bradley-West) and Bran (Isaac Hempstead Wright).

Jon, on the other hand, still doesn't know the truth.

There are many different theories floating around about the true identity of Azor Ahai, the legendary warrior figure from the faith of the Lord of the Light. Some say that it's Jon Snow, as he closely follows the prophecy that says Azor Ahai will be reborn as the Prince Who Was Promised. He was even born with a sword at the foot of his bed that was said to be made from the heart of a fallen star.

Another theory posits that it's actually Daenerys who is Azor Ahai, as she was born on an island in the middle of a sea and reborn as the Mother of Dragons on the funeral pyre of her husband, Khal Drogo. We also learned in Season 7 that in High Valyrian, the word "prince" has no gender.

A lesser known theory suggests that Davos Seaworthy (Liam Cunningham) is Azor Ahai because he once pulled a flaming sword out of the sand, which fulfills the part of the prophecy that states "he shall draw from the fire a burning sword, Lightbringer." Fans say he, not Melisandre (Carice van Houten), was also the one who brought Jon Snow back to life, which could be likened to "[waking] dragons out of stone."

Finally, some say that there was an incorrect translation and that, instead of Azor Ahai being the "Lord of Light," he's actually the "Lord of Gold." This is why some folks think that he's actually Jaime Lannister (Nikolaj Coster-Waldau), who has a gold hand.

Did the whole Wildfire thing sound familiar? When the Mad King was losing his marbles, he also wanted to burn King's Landing to the ground with Wildfire. One psychologist on Reddit even said that Cersei exhibited similar characteristics to those of a narcissist.

Fans think that Bran might have an important connection to the Night King. The two do look rather similar. In the Season 7 finale, the White Walkers can be seen marching in a formation that looks suspiciously like the Stark family sigil.

Another theory states that Bran Stark is actually Bran the Builder, the man who, 8,000 years before the events in Game of Thrones, built the Wall and Winterfell. Because Bran is capable of seeing into the past and future, influencing events in those different time periods, and "warging" into people, some think that he and Bran the Builder are one and the same.

Because of his time-traveling and event-influencing abilities, some fans think that it was Bran's whispering that Aerys II Targaryen was hearing, causing the Mad King to go mad in the first place.

In George R.R. Martin's novels, a fortune teller tells Cersei that "the Valonqar shall wrap his hands about your pale white throat and choke the life from you." But which little brother will it be? The first and most obvious choice is Jaime, who is Cersei's twin brother and was born after her. He's not afraid to kill a Mad King, so who says he won't become the Queenslayer?

Another thought is that Jon Snow will be the person to kill Cersei, as the prophecy didn't specify Cersei's little brother, but any little brother.

Tyrion Lannister (Peter Dinklage) is another option as he's also Cersei's younger brother and she's been absolutely dreadful to him. This theory is a little too obvious to believe, though.

Finally, some think that Cersei will meet her end at the hands of Arya (Maisie Williams). Not only is Cersei on Arya's kill list, but some believe the prophecy was misinterpreted from the original High Valyrian and that Valonqar could mean "little sibling," not "little brother" specifically.

In the finale of Season 6, we're shown the Citadel library and the golden banded spheres hanging from the ceiling. These are nearly identical to those that are in the show's opening credits and a theory posits that everything that has happened in the television show has actually been recorded by a maester (possibly Samwell) and is being retold to us.

This incredibly popular theory states that Sandor Clegane, aka the Hound (Rory McCann), will finally be able to take on his abusive and generally evil brother, Gregor Clegane -- known as the Mountain -- in a fight to the death. In the Season 7 finale, the Hound tells his brother outright that they will battle.

Now that Daenerys has lost one of her dragons to the Night King, we know that the three-headed dragon prophecy refers to a set of three Targaryens rather than three dragon-riding heroes. Jon (born Aegon Targaryen) will be the second head.

Tyrion Lannister is another possibility, if you believe the theory that he is actually a Targaryen. He's always been an outsider in the Lannister clan and the man he knew as his father, Tywin Lannister, even said to him, "You're no son of mine."

Fans believe that Varys (Conleth Hill) is a "merling," which is a sea creature that George R.R. Martin mentioned in the books. In Season 2, Tyrion told Varys, "Threaten me again and I'll have you thrown into the sea." Varys then replied, "You might be disappointed in the results. The storms come and go, the big fish eat the little fish, and I keep on paddling."

The imagery of the blue eye that this theory was riding on was that of the Night King.

One Game of Thrones fan theory points out that a teaser trailer for Season 7 closes with the image of a big, blue eye. At the beginning of the first season, Old Nan once told Robb Stark that "the sky is blue because we live inside the eye of a blue-eyed giant named Macumber."

Littlefinger got sentenced to death by Sansa and executed by Arya.

Littlefinger (Aidan Gillen) has made it obvious that he'd do anything to rule from the Iron Throne. Cersei is in a vulnerable position and needs a giant army to keep Daenerys and her dragons at bay. This might just be a match made in Westeros.

The Waif would have no way of knowing details from Arya's childhood that we saw Arya talk about in Season 7.

It looked like Arya killed the Waif in a darkened room in Season 6. However, what if the Waif actually killed Arya and took her face? This would explain why Jaquen H'ghar tells Arya that she has "become No One" and then sends her away when she fails her mission.

This bittersweet reunion took place in Season 7, Episode 2.

A source within the Game of Thrones fansite Watchers on the Wall saw the show's crew in Calgary, Canada, where they film the wolves against a green screen. Apparently, Arya (Maisie Williams) was on set with a pup that looked a lot like Nymeria.

In Season 7, Episode 6, Daenerys flies in to save Jon and his team beyond the wall and loses Viserion to the Night King's spear.

One Reddit theory says that, after a battle with the wights at the Wall, Viserion (one of Daenerys' three dragons) will die and be reanimated by the Night King into an ice dragon.

In the Season 7 finale, Daenerys Targaryen (Emilia Clarke) repeated for the third consecutive episode that she was unable to bear children. Jon Snow (Kit Harrington) suggested she get a second opinion. In Season 7, Episode 5, Cersei tells Jaime that she is pregnant. Will we see a battle of pregnant queens in the show's final season?

Cersei Lannister (Lena Headey) isn't known for her honesty. Maybe she fabricated her pregnancy to keep Jaime under her control. Maybe the baby's father is someone else in King's Landing. Could it be a baby Greyjoy?