I always thought that there was something more to him than what meets the eye. I don’t think that I need to explain him being a Payne. For those few who might’ve forgotten his heritage, there’s always the Wiki of Ice and Fire. But the rest below….they are my theories (meaning a mix of speculations, predictions and calculated guesses)
Greyjoy:
Father may be Rodrik Greyjoy, Balon’s eldest son who was slain by Jason Mallister at the Storming of Seagard during Greyjoy’s rebellion.