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In "The Dragon and the Wolf" (Game of Thrones, S07E07), Jon Snow's real name is finally revealed to be

Aegon Targaryen. It was strongly hinted that Jon is a Targaryen from "The Winds of Winter" (Game of Thrones, S06E10).

Why did Lyanna choose this name for Jon Snow? Is there any special significance to this name?

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    As for we already knew Jon was a Targ, well we didn't. It was strongly hinted but never explicitly stated which as we know from GoT means it wasn't certain. – TheLethalCarrot Aug 29 '17 at 9:28
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    Agreed with @TheLethalCoder. What that episode heavily implied and all but confirmed was that Jon Snow's mother is Lyanna Stark - the father's identity, though deduced by many fans for the longest time, wasn't really addressed in the show until S07E05, where Gilly talks about Rhaegar (whom we know "kidnapped" Lyanna) marrying someone in secret. The true confirmation of the father's identity in the form of anything other than hints and fan speculation was in this finale (S07E07), and with it came the reveal about his name being Aegon. – Ghoti and Chips Aug 29 '17 at 9:33
  • Related question on SFF.SE. – Skooba Aug 29 '17 at 16:14
  • @GhotiandChips: It's arguable whether that is final confirmation though (technically and pedantically, "Regger"'s annulment and remarriage did not confirm it was to Lyanna Stark). S07E07 is the first episode where it is fully and conclusively proven (by Bran seeing it). However HBO released a chart at the start of the season, which had already confirmed Rhaegar to be Jon's father, but note that the chart does not yet list the marriage of Rhaegar and Lyanna! – Flater Aug 31 '17 at 7:52
  • @GhotiandChips: To finish my thought, when you look at the chart that was released before S07, it seems to be the case that HBO had already wanted us to infer that Rhaegar is Jon's father from S6E10, the only new information (which the chart omits) is the validity of their marriage, thus making Jon not a bastard. – Flater Aug 31 '17 at 7:55
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The name was chosen by Lyanna not Rhaegar as he had already died at this point. As she was a Stark she would have undergone similar lessons to those of Sansa and Arya and so would know the history of Westeros and the big houses. She'd also know some of this from Rhaegar himself. As for reason why she chose Aegon:

  • Aegon was the name of Rhaegar's first child that was killed and so she might be wanting to name him in his memory.
  • She knew of Aegon V who was the last respected Targaryen king and so might have named him this way as a show that he should also be respected and because he is the rightful heir.
  • It is a common name in the Targaryen family and so she might want to keep the tradition alive.
  • Aegon I (The Conqueror) was the Targaryen who started the Targaryen dynasty in Westeros and so she might have wanted to name Jon after him.
  • As @GhotiandChips comments. This means Rhaegar could have influenced her decision on the name but she had the final say in the end.

    It's also true that Rhaegar (the father) was obsessed by prophecies, especially the ones about Azor Ahai. Once he figured he couldn't be the prince that was promised, he did everything he could to make sure his children would be, chasing every prophecy he got a hold of. The name Aegon held significance for Rhaegar, which is why he named his first son this, and why he might have insisted on this being his second son's name, and Lyanna went along with it (potentially)

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    It's also true that Rhaegar (the father) was obsessed by prophecies, especially the ones about Azor Ahai. Once he figured he couldn't be the prince that was promised, he did everything he could to make sure his children would be, chasing every prophecy he got a hold of. The name Aegon held significance for Rhaegar, which is why he named his first son this, and why he might have insisted on this being his second son's name, and Lyanna went along with it (potentially). I'm not convinced that the name was chosen by Lyanna, that much isn't immediately obvious to me. – Ghoti and Chips Aug 29 '17 at 9:23
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    @GhotiandChips Well Rhaegar was dead, he might have influenced her decision but in the end she had the final say as he wasn't around. – TheLethalCarrot Aug 29 '17 at 9:25
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    In that sense, yeah, absolutely - I guess I would say that "Lyanna chose the name" implies it was her idea, when she may have (and probably was) heavily influenced by Rhaegar insisting this to be the name. – Ghoti and Chips Aug 29 '17 at 9:28
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    "Aegon was the name of Rhaegar's first child" is it? in the show I mean, not the books. Does the show mention the names of the children he had with Elia Martell? – Federico Aug 29 '17 at 11:45
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    @GhotiandChips weak logic? what logic? I asked for information without asserting nor implying any further complication. what "logic" do you refer to? and then, what worries? – Federico Aug 29 '17 at 14:48
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This is a passage that I have found here:

Fans had long guessed that the Game of Thrones R+L=J theory would eventually be confirmed. And in Sunday's season 7 finale, the revelation that Jon Snow's parents were Rhaegar Targaryen and Lyanna Stark (i.e. R+L) finally came.

It had been heavily foreshadowed in the show, but it was thanks to Bran Stark's Three-Eyed Raven powers that we got to hear about Jon's family tree. In his training, he had visited the the scene of Jon's birth and discovered his true parentage. But it was only when Samwell Tarly met Bran in the season 7 finale that viewers heard the actual words spoken. Bran told Sam that Jon was the son of Rhaegar and Lyanna, and asked him to inform Jon.

But even Bran didn't know everything in that moment—he told Sam that Jon's real last name was Sand, believing Jon was born out of wedlock in Dorne. But thanks to Gilly's discovery—that Rhaegar and Lyanna had actually been married in a secret ceremony, meaning Jon was a legitimate child from the Targaryen line—all the puzzle pieces came together. Bran then used his powers to "see" the wedding and confirm it.

It was an extremely satisfying reveal. The wedding scene was a poignant one; Bran notes that because the supposed kidnapping of Lyanna by Rhaegar prompted Robert Baratheon to wage war against the Targaryens, the relationship essentially spawned all the action we've seen in the Seven Kingdoms even since. Yet the war was based, essentially, on a lie.

Still, there was one small detail missing: Jon's real name. In the season 6 scene where Bran witnesses Lyanna giving birth to Jon, she tells her brother, a young Ned Stark, what the baby's name is. Internet sleuths had tried to deduce a little of what Lyanna said: "His name is [inaudible]. If Robert finds out, he'll kill him, you know he will," she said on her deathbed. "You have to protect him. Promise me, Ned." Some dedicated viewers even tried to lipread and research what the name might be, but came up short; others did land on the right name months ago.

And so, in "The Dragon and the Wolf," we hear Jon's name for the first time: Aegon Targaryen. "He's never been a bastard," Bran realizes. "He's the heir to the Iron Throne." But it's not just the last name and its royal heritage that is important. You might have heard the name Aegon before—because it's the name of Jon's older half-brother, who was killed by none other than Ser Gregor Clegane, or The Mountain, when the Lannisters attacked King's Landing. He was also often mentioned by Oberyn Martell, his uncle, as a reason for seeking revenge against The Mountain.

There have been plenty of Aegon Targaryens in the family line, including the first ever king from the Targaryen line (who was married to both of his sisters, apparently, so...Dany and Jon aren't looking so bad right now). The last Aegon Targaryen was Jon's great-grandfather, and he was the fifth of his name. That makes Jon Aegon Targaryen VI.

All in all, it's a huge reveal, and it sets up some fascinating questions for season 8. We saw Jon and Daenerys finally give in to their mutual attraction; although viewers know that they're related, they themselves have no idea as yet.

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Just to add The TV series has omitted quite a lot and ultimately has "combined" characters and ideas from the books (ie Gendry = Gendry + Edric Storm).

I don't remember if the TV series mentions how many or what the names of it's version of Rhaegar's other children are and so it is possible that there is not another Aegon born to Rhaegar. The TV series has also [so far] omitted a plot that revolves around the possible survival of the book's Rhaegar's son, called "Young Griff", with that name, coming to Meereen to marry Dany...

The book plot is unresolved due to Martin not finishing two books worth of source material and so there is an on going debate among book readers, if Young Griff is in fact Rhaegar's other surviving son, Aegon, from his first marriage or an impostor as a Dance with Dragon's plays heavy on impostors as a theme.

But it might be because the TV show cut through the source material, that calling Jon Aegon is just playing homage to the book plots and is converged into Jon Snow and Jon Snow may have a different name altogether in the books...

In addition the TV show may also use this to tie back into the revival of Aegon the Conqueror's parallel story with Jon's and Dany's love story and as Dany's dragons (due to the books influence) are speculated to be reincarnates of Aegon the Conqueror's Dragons, but it's unclear how and if there will end up being more Young Griff or Aegon the Conqueror plots that parallel the tv version of Jon Snow's final journey....

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