So, this is a pretty good read:
https://www.forbes.com/sites/insert...-in-last-nights-game-of-thrones/#28893f2d4f10
tl;dr
The part that interests me most is the author's first point: What Gilly read to Sam in the tower not only made it clear that Jon Snow is the son of Rhaegar Targaryen and Aryanna Stark, it means they were legitimately married... so he's not a ******* at all, and therefore the rightful Targaryen heir. Think of the implications at Winterfell. Does it give us some clue as to how things might play out between the Stark children, with Jon eventually out of the equation as "the King in the North"? Bran is too whacked out to be a ruler, so it comes down to Arya and Sansa, and Littlefinger's little scroll trick was intended to put them further at odds with one another.
And I know this is a bit of a stretch, but does Jon Snow becoming Jon Targaryen hint, from a story-writing perspective, that Dany might not be around for him to contend with as the Targaryen heir?
Super-intriguing comments about Cersei and the Valonqar prophecy as well. Man, I hate her.