do you remember every single thing from when you were 8 years old? its not out of the question that his real sister died, and another baby was snuck in and he was told his "sister" survived. he's a 3rd grader. he would believe anything an adult says.
One thing I do remember at 8 years old is what my family looked like; and I feel sorry for anyone who wasn't mentally developed enough at that age to remember something so important.
And also there's way too many things that would need to happen. For one, Ned would have to know that Rhaella died giving birth to her daughter, not to mention he had to know that she was even having a daughter. All he knew was that she was at Dragonstone and the Kingsguard were not with her. Rhaella was also being pursued by Robert's forces. So Ned would have to take Dany (himself, because he wouldn't leave such an important task to anyone else) from Dorne all the way to Dragonstone, sneak Dany past Robert's forces and convince whoever was guarding Viserys to take Dany with them to Essos. That's assuming whoever Visery's protector was had not left Dragonstone yet.
So I think it's pretty safe to say that Dany is not Lyanna's daughter.
