I think one of the big shocks for Jon is Ned Stark lying. Honorable, upstanding, dependable Ned Stark was a true blue liar.

One of the most consistent themes in the series is the notion of kids doing better or *trying* to do better than their parents. You see it with Daenerys trying not to burn every person who opposes her, you see it with it Sansa not being naive and trusting like Ned, fuck you even see it with Ramsay taking this savage shit to levels his father can't even imagine. So what I think is going to happen is Jon (or Aegon I guess) is going to tell Dany the truth, and also punctuate the fact that he is vacating his claim of the throne. I really think he is going to do better than Ned regarding lying for decades about his heritage, and the conflict is seeing how Dany is going to respond to what he tells her. I mean that's my hope, but we'll see what the writers do.