I have been doing some analyzing in the Game of Thrones books and show and I discovered some interesting clues. It looks like the three headed dragon on House Targaryen’s sigil is of great significance. When Rhaegar Targaryen found out about the prophecy of the prince who was promised, he started to think that the prince was in fact three individuals working together, each one representing one of the Targaryen dragon’s heads. Due to this, Rhaegar started to believe that the three individuals who would fulfill the prophecy would be his children. However, due to recent events, I think I may have identified the three heads of the dragon: Daenerys Targaryen, Jon Snow, and Tyrion Lannister.
Daenerys’s blood cannot be questioned since she is the sole surviving pure-blood Targaryen. In Season 6, it was finally confirmed that Jon Snow’s real parents were Rhaegar Targaryen and Lyanna Stark, which makes Jon a Targaryen by blood and Daenerys’s nephew. If the theory of Tyrion secretly being the Mad King’s bastard son is confirmed, then Tyrion would be a Targaryen by blood. Together, these three individuals would be the blood of the dragon and House Targaryen’s future. Since Daenerys has three dragons, that would mean one for each of them like Aegon the Conquerer and his sisters before them. Also, if they were to confirm their relation to each other, they would represent the unification of House Targaryen, House Stark, and House Lannister.
In addition to their blood ties, one must consider the things all three characters have in common. To begin with, all three of their mothers died giving birth to them. Second, they were mistreated by members of their family (Jon Snow with Catelyn Stark, Daenerys with Viserys, and Tyrion with Tywin and Cersei Lannister). Third, they have lost lovers (Daenerys with Khal Drogo, Jon Snow with Ygritte, and Tyrion with Shae). Finally, they are survivors and had their fair share of close calls (Jon Snow is easily the most extreme survivor of the three since he survived death itself). Overall, I think by the end of the series these three will change the world!