Game of Thrones Season 6 Episode 10 The Winds of Winter
It’s implied that the baby is an infant Jon Snow, meaning that he is the son of Lyanna Stark and, possibly, Rhaegar Targaryen.
LYANNA: You have to protect him. Promise me, Ned. Promise me.
(baby crying)
LYANNA: Promise me, Ned. Promise me.
To be continued on the next post Game of Thrones: Jon and the Lords of the North.
Source text: Wikipedia.