The prophecies say the dragon has three heads, and it’s cleary that Daenerys Targaryen is one of the heads. But who are the other two heads, and how will they come to be? If R+L=J is true, and Tyrion turns out to be a Targaryen, then that neatly creates the three heads.
Reddit user Brian_Baratheon posted an interesting — and entirely plausible — theory on how these three vital characters could unite. Below is Brian_Baratheon’s Tyrion Dany Jon Snow post (with images inserted):
“In last night’s episode [Season 6 Episode 9], Tyrion was very hostile to Theon—not Theon and Asha, but Theon in particular. Lannisters have reason to hate the Greyjoys (they’ve fought for centuries), but this was personal. He despised Theon for his crimes. His crimes against House Stark.
This is huge. In the first book and season, Tyrion and Jon made friends. There have been flashes throughout the series of Tyrion’s exceptional sympathy for the Starks his family was at war with. He warned Jon about what the NW was. He made a saddle for Bran. He punished Janos Slynt for betraying Ned, and returned Ned’s bones to Cat. He treated Sansa as well as anybody in his position possibly could have, even at risk to himself.
And now he’s pissed off at the guy who, more than anyone other than Tywin, Walder, or Roose, brought about the fall of House Stark.
He’s also the only person in the world who’s a friend of both Daenerys Targaryen and Jon Snow.
Jon is an undead warg half Targ half Stark with a clear destiny in the war against the Others. Dany is the mother of dragons, ruler of all dothraki, etc, coming to conquer Westeros, likely with the only means in the world to stop the white walkers (dragons). Tyrion has never displayed any magical role. His magic is his mind.
I think Tyrion’s role will be to convince Dany to ally with the Starks, rather than crush them (or her nephew with superior claim to the throne), and to convince Jon to bet on her, rather than resist. He will bring the two of them together. Jon is the ice, Dany is the fire, and Tyrion is the bridge. That’s why he deserves a place among the three heads.”
Tyrion is most likely to suggest a marriage between Daenerys and Jon even if no one ever finds out about his origins it makes the most sense. Tyrion has set up other marriage alliances before and in one of the last episodes Daenerys left Daario behind saying that she needs to make a marriage alliance and the best one is with the King in the North.