Take Jon's parentage. Saying that Wylla is his mother would fall into the "outright lie," category, while his "real" parentage is conveyed through dropped hints here and there.
Truths (Or Presumed Truths) That Are Never Spoken Outright, Or Are Discovered Organically
Lyanna and Rhaegar are Jon's parents.
Jaqen killed Pate and assumed his identity.
Roose Bolton killed Robb Stark.
Ned discovering Cersei's children's parentage (we learn it eventually but no one straight-up tells Ned)
Sandor Clegane is alive.
Manderly cooked the three Freys in the pie.
The Green Grace is the Harpy or is an ally of the Harpy.
Rickon Stark is on Skagos.
Euron Greyjoy hired a Faceless Man to murder his brother.
Robert Strong is Gregor Clegane.
Sarella Sand is Alleras the acolyte.
The black cat in the Red Keep is Balerion.
Renly and Loras ... crossed swords.
Ser Shadrich has unwittingly(?) found Sansa.
Arya overheard Varys and Illyrio in the dungeon in the Red Keep.
Bloodraven is the Three-Eyed Crow.
The lies are a little trickier because it's harder to prove a negative, but hopefully you can get the idea. I'm including things in this that are still up in the air but that have drawn a lot of skepticism.
Lies (Or Presumed Lies) That Are Spoken Outright
Manderly executed Davos.
Wylla, Ashara and/or a fisherman's daughter in the Sisters are all Jon's mother.
Ramsay Bolton has killed Stannis.
Stannis is Azor Ahai.
Lora Tyrell is dying on Dragonstone.
Skagos is ground zero for hardcore cannibalism.
Marillion murdered Lysa Tully.
Ned's after the throne.
The Others and the Children of the Forest are all extinct.
Baelish made for the Vale before the Purple Wedding.
See where I'm going with this? I'm not talking about crackpot theories; I'm talking about factual events or 95%+ truths where the truth can be determined but is never said explicitly, and things that are said explicitly but which either didn't turn out to be true or around which a high level of skepticism exists.
Please contribute others if you can think of them, in either category.
Edited by Apple Martini, 22 February 2012 - 12:05 PM.