I found that Jon Snow is not a bastard of Ed Stark watching the final episode of Season 6 where Lyanna Stark asks her brother to keep her baby (Jon Snow) safe saying "If Robert finds out, he'll kill..."
Was there any hint that indicated Jon Snow might not be a son of Ed Stark before Episode 10 of Series 6? Did Catelyn Stark know that Jon Snow is not her husband's bastard?
There at least three examples that I can think of...
While Stannis is at the Wall, he discusses Jon with Selyse which gives us this gem:
Selyse: A bastard by some tavern wench...
Stannis: Perhaps, but that wasn't Ned Stark's way...
While Littlefinger is talking to Sansa about the tourney. This the weakest one I came up with, but does show that another character who prides himself on knowing information doubts that Rhaegar "kidnapped and raped" Lyanna.
This has to be my favorite, the scene is just dripping with foreshadowing. Jon walks through and the camera focuses on him intently right after Aemon says:
Maseter Aemon: A Targaryen alone in the world is a terrible thing.
As far as Catelyn is concerned, no she never knew. If she did, she would not have shown such open hostility to Jon. To keep appearances, she may not not have actively loved him, but there would have been no reason to hate him the way she did.
Remember, she is blaming herself for the tragedies befalling her family.
(starts at about 2:10)Catelyn: When my husband brought that baby home from the war I couldn't bare to look at him. Didn't want to see those brown stranger's eyes staring at me. So I prayed to the gods, 'take him away, make him die'. He got the pox... and I knew I was the worst woman who ever lived, murderer. I condemned this poor innocent child to a horrible death all because I was jealous of his mother; a woman I didn't even know. So I prayed to all seven gods, 'Let the boy live, let him live and I'll love him', I'll be a mother to him. I'll beg my husband to give him a true name. Call him Stark and be done with it, to make him one of us'.
And he lived. And I couldn't keep my promise. And everything that has happened since then, all this horror that has come to my family, it's all because I couldn't love a motherless child.
In the source material for the show, there were plenty of hints, but most of them were either cut out, or strongly downplayed, in the televised material. A casual viewer would almost certainly have had no idea that Jon was anything but Ned's child.
For starters, as far as we know, only two people alive (as of Season 1 Episode 1) know Jon's true parentage: Ned Stark and Howland Reed. They are the only survivors of the assault on the Tower of Joy -- Rhaegar Targaryen's castle where Ned finds Lyanna. Everyone else legitimately believes that Jon is Ned's son; that includes Catelyn, though she does not know who the moter is.
The most obvious (and it's not very obvious) clues for viewers that something is up have to do with the things we learn about Ned and Rhaegar from others who knew them. The accepted story of Jon's parentage is that Rhaegar Targaryen kidnapped Lyanna Stark, and Robert and Eddard's families started a war to get her back. During that war, Ned slept with someone else and had a child that he brought back to Winterfell with him.
Both of those actions are dramatically out of character for Rhaegar and Ned. We see Ned as an incredibly uptight, rigidly "proper" person, who's constantly doing "the right thing" even at great risk and expense to himself. For him to sleep around on his newly betrothed fiance while she waited at home seems highly unusual. Similarly, people who knew Rhaegar (particularly when they talk about him to Dany) paint him as honorable and noble, entirely unlike his whack-job father. It seems pretty unusual for him to kidnap a woman while married to someone else.
There are more subtle clues in the show as well, that you can piece together:
In the novels, the "promise me, Ned." line from Lyanna is repeatedly shown to be in Ned's thoughts, especially as he's about to die. The book makes it very clear that what happened at the Tower of Joy was super important. And since the Tower of Joy is where Rhaegar was keeping Lyanna, and after leaving the Tower of Joy Ned "acquires" a baby boy, the hints are strong that Jon was born there.
Yes, as early as Season 1 there are hints - Eddard says to Jon he has much he wants to tell him about his mother, there is a lot of vagueness and differing speculation about the mother, and there is Eddard's absolute strict adherence to his principles that we see that casts some doubt about him having a trivial dalliance when newly married.
There are also differing accounts about the nature of the "abduction" in question as well and cryptic references to a promise made by Eddard to his sister on her death bed, plus no details on why or how she died. If you start looking for more hints to confirm a suspicion like this, Eddard's vehement opposition, as Hand to the King, to exterminating Targaryen offspring as blanket policy makes more sense. Even if they didn't mean anything in and of themselves, in the context of a blockbuster secret about a key protagonist to be dramatically revealed on screen, one could see this was coming. There was quite a bit of speculation about this, specifically, based on that.
