It's not too easy. The first book came out in 1996. People have had 19 years to put together the clues. If GRRM had finished the whole series more quickly no one would have had time to put it together. I certainly would have had no idea who Jon Snow's mother was without the internet.
As far as the curve goes.....I think the curve ball is Dany and Jon are twins. I've read the theory elsewhere and it makes sense. For one, the actor who played Theon let it slip that there was a Star Wars ending where Jon is concerned, so it makes you think. Series is call "A Song of Ice & Fire". You can look at that in two ways. Jon is the "Song of Ice & Fire", combination of two parts, Fire from Rhaegar and Ice from Lyanna. With the Twin theory, Jon is the Ice with Stark looks and Dany is the Fire with Targ looks but, they still each have both. Lyanna Stark died in childbirth. I mean its believable. It is the middle ages and she was like 16, girls died in labor all the time. But it would be more believable that she died giving birth to twins. It explains the Ashara Dayne disappearance and why Ned felt the need to travel South to Dorne with a newborn baby that's a secret targaryen in the middle of a war when he should've been on the fastest boat back home. Risking your nephew's life to return a sword.....not buying it. Now what I do buy is Ned had two kids to look after. One kid had black hair and Stark looks, so he could be hid in The North. The other kid had silver hair and Targaryen looks, so no, she had to be sent away. It also explains why Ned got upset with Robert when he talked about hunting Dany and Viserys down in Season 1. Why would he care? I think Ned dropped Dany off to Ashara Dayne, the only woman he trusted and she "fell off a cliff and disappeared". That's some bullshyt too. Ashara jumped off a cliff because she was full of grief?
That's not really all that believable. I think the House with the Red Door Dany remembers was somewhere in Dorne. I think Ashara Dayne smuggled Dany over to Essos and got in contact with Illyrio. Illyrio either knew he was knowingly taking in Rhaegar's daughter (Dany) or Ashara presented herself as someone else who just happened to have an orphan child with Valyrian/Targ looks and somewhere along the line the real Dany died and Illyrio switched the kids so he could still have three Targs. Viserys would have been like 5, 6 years old. He wouldn't know the difference. Also, GRRM has a way of putting things in your face before the big reveal. All this time Dany wants to know more about Rhaegar and not her father. Obvious reason is The Mad King was fukkin crazy and psycho. But still, Dany should want to know something about her parents though. Her father? Her mother? She never asks. She never asks Baristan about either of them really. Only about Rhaegar. Dany has this longing attachment to Rhaegar and it would be real slick to me if its because he is in fact her father and not her brother.
I dead azz didn't read the rest of your post. Only the bolded. So we on the same wavelength with Dany and Jon. I should've read completely before I started typing.