His parentage hasn't been revealed. There's a very strong clue supporting that theory in the show. In S2E10 when Daenerys enters the House of the Dying, she opens a door that leads to The Wall where Jon Snow is serving as a brother of the NW. The clue is that there's a blue flower (kool keith?) growing out of a crack in the wall.
Check out this page if you want to read up on that and other theories. There are a few spoilers from the first three books
I'm midway through the second book. I'm looking forward to more clues
![blessed :blessed: :blessed:](https://www.thecoli.com/styles/default/xenforo/smilies/rejoice.png)