I love the idea of Theon Greyjoy being the father of one of the miller's boys, whom he had murdered, and not knowing it.
2.) The Night's King was named Jon Snow (briefly raised here)
Don't know the implications but I love the idea. This is related to Ygritte calling Jon Snow "an evil name" when he first introduces himself to her. From the article:
At the same time, I remain curious as to why Jon Snow is an evil name, something that still hasn’t been cleared up in three books. After all, the wildlings are culturally isolated from the rest of Westeros, so they’re unlikely to have picked up Southron prejudices against bastards, especially given their attitudes toward marriage in general. The only explanation that makes sense to me, but I have to admit there’s no direct evidence for this theory, is that while Old Nan says that the Night’s King might have been a Bolton, Magnar, Umber, Flint, Norrey, Woodfoot, or Stark, he may well have been a bastard son of any of those houses, with the given name of Jon. And given that the wildlings wouldn’t have been part of the post-Night’s King records purge, it’s quite possible they preserved that knowledge orally.