A lot of people seem really hung up on it, but I'm not sure we're supposed to be. I don't get the impression that we're supposed to be thinking "Uh-oh! If only they knew!" At least not when it comes to incest.
Westeros is full of people marrying their cousins, and Jon and Dany's are as related/unrelated as first cousins, i.e. 25%. Edit: this part was obviously wrong.
And why should we care? Incest is a problem for two reasons: Emotionally, because people who grow up together tend not
I posted this in the book forum, but since this has turned into more of a book discussion, I'll add it here. That said, I don't think this will have any bearing on the show because in the end they'll just do what's "cool", what's easy, and what gets ratings as the show is clearly geared towards the casual viewer.
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Incest in Westeros is often