Hajk1984

Littlefinger is Lightbringer. First thrust into water (fish, Tullys). Then the lion (working for the Lannisters) and finally killing a loving wife (Lyssa who has done so much for him). Now he's ready. Wow, who knew the prophecy would work out like this?

In this case, he may not see this as a serious issue, given that the child's mother can (and almost surely will) remove this issue immediately.

True, but there is a loophole in this case. Being Queen, Dany will legitimize any child she has and avoid this.

Biologically Dany has roughly the same relationship with Jon on the father's side that Eddard Stark has with Jon on the mother's side. This is not going to make him too happy. If he impregnates her, things will be complex. I don't think he'll be able to abandon her. But will he be willing to go full Targ and marry her?

Yeah that is a PR problem for her. Dany clearly has (at least per the show) the most force at her disposal. This would be fine if conquest by overwhelming force was the justification she was using (some sort of 'right by conquest' etc.). This would, however, also justify Cersei's entire propaganda about her being a 'foreign invader'. Cersei's argument after all, in modern terms, amounts to saying that Dany is a foreign force attempting 'regime change' in Westeros on the basis of military power, and that Westerosi society should reject this. Whatever the invaders stated intentions, Westeros should take care of itself and develop on its own. This was essentially what the late Tarly was saying. If this narrative sticks, Cersei may hope that even if Dany were to win militarily she'd have a Harpy like situation all over Westeros (rather than just Mereen). Insurgencies are very hard to fight with the sorts of weapons Dany has. Dany's claim, however is that Robert and those coming after him are usurpers. The only thing that justified their position was that they were able to momentarily force the Targaryens from power. However, using the normal calculus of Targaryen succession (which is relevant only if we grant that having the most force and ability to force other claimants away is not a legitimate reason to change eligibility) she is the rightful monarch. This portrays her as the legit. Westerosi Queen, not a foreign invader (despite her completely Essosi military). Jon would undermine this narrative severely.

Her pregnancy is strongly foreshadowed, but not confirmed at this point. I have no doubt that Jon does find her "smokin' hot" and a lot lot more. But that isn't the question. It's rather whether the incest angle will be too much for him to swallow. As for Dany, I think the Mereen arc does not show her to be a great ruler. She is good at inspiring armies to fight for her (or in the case of the Dothraki, use their superstitious views and her fire-immunity and dragons to make them think she is the most strong). She is good in inflicting massive damage in confrontations (seriously, I count the Night King to be the first opponent who has ever managed to force her to flee). But simply ruling wasn't her strong point. If Westeros at large becomes like Mereen after conquest with insurgencies all over, I do not know how good she'd be at handling that. Her "break the wheel" strategy seems to be to terrify people with her awesome weapons and forces and impose blanket changes from above in a dictatorial manner. This does not seem to show much learning from the Mereen situation.

Probably to set up the tension when he founds out she's his aunt and fels duty-bound to leave the relationship (especially if she doesn't).

This actually sounds very plausible. Tyrion has been uncomfortable with Dany's severe anti-Lannister agenda all season. He talks a big game, but is horrified by the stark realities of what Dany intends to do. Tyrion as a betrayer for love makes much sense. Dany generally trusts his advice. I even think he suggested the wight hunt and armistice as a way to give the Lannisters some respite after the terrible defeat that had been inflicted on them.

Because that makes Dany his aunt. Now the show is a bit more ambiguous on her views on this. The book Dany probably wouldn't care about this one way or the other. Incest is not an issue for her. She's willing to marry Aegon (if he had lived). Jon, however, might have huge issues with it. The guy who wouldn't lie to Cersei despite the cost being the loss of a necessary truce may simply not accept it. If they are already in love by then, I don't see Dany taking this well.