If chooses not to wear a lambskin condom then yes. It is very possible. He may have already been burned. He did sleep with Yrigget beyond the wall unprotected several times. It's not possible to pinpoint all her pervious lovers. Now if he chooses to sleep with Dany unprotected he could risk getting a serious burn. She slept with Drogo who was a known rapist. He barebacked so many lambmen and women. Then there was Hizdar Jizzrag. Only the Seven know who he slapped bare skins with. Then last there is Daario. His name alone is proof that he doesn't believe in protection. I'm sure just like Drogo he barebacks many slavemen and slave women. So lonh story short if Jon isn't careful he could indeed get burnt.