So a new theory discusses that Jon Snow may have a twin. The idea stems from the fact that R+L=J and that the promise Lyanna asks Ned is to keep her
children safe. Considering that 2 people are left at the Tower of Joy, Ned takes one (Jon) and Howland Reed takes the other
Meera. She is about the same age as Jon in the books, has dark hair like him too. It would also increase the survival chances of Lyanna's children to split them up in case one is found out. She could also be the 3rd head of the dragon, and a surprise one at that.
When Jojen dies he does tell her to go that she has to make it. Now perhaps its just what he sees as a seer or that Jojen knows her actual parentage.
Jon can still come back and end up being Azor Ahai or whatever via the Melisandra, but this is an interesting theory.
http://hellogiggles.com/jon-stewart-got-theory/