Even leaving aside Sean Bean's abilities or subtleties as an actor, I'm not necessarily persuaded that any actor's performance would necessarily benefit from knowing or not knowing the truth about Jon's parentage.
Alfie Allen's 'Luke Skywalker' example works here too. As far as I know, Alec Guinness didn't know that Darth Vader was really Luke's father in ANH and he presumably delivered the line 'He was betrayed and murdered by a young Jedi named Darth Vader' believing it to be 'true.'
But if you look at his performance, he gives this little look away before answering Luke's question about how his father died. At the time, I imagine that it was meant to be Obi-Wan preparing to give nasty news to the young man. But with hindsight, knowing what we now know, it works even better as Obi-Wan's hesitation and self-reproachment at having to lie to Luke.
As and when we find out the truth about Jon, I imagine that people will not just be looking back through the books to look for clues and either confirm their original suspicions or see how they got it so wrong - they'll also re-watch the tv show and they'll find clues and hints in the performances - even if the actors didn't actually intend for them to convey anything at the time!