First and foremost: Go Arya. If anybody has earned it, it's you and Gendry. And that feels like the kind of moment that has fallout to explore, so maybe you'll both live!
Moving on...
And so Jon Snow, aka Aegon Targaryen, has his Ned Stark moment. Honestly, before that final scene in the crypt I really thought Jon might live through this whole mess.
But Jon has just made the mistake that Ned did all the way back in the first season. Ned let Cersei know that he was aware of the truth of her children's parentage. He changed the dynastic dynamic, not because he was trying to drop a bomb, but because he thought telling her that she and her children were in danger was the right thing to do. It got him killed. Now, Jon has told Dany that he's actually a Targaryen. Not because he wants a claim to the Iron Throne, not because he wants to betray her or harm her. But because he loves her and she deserves to know.
And it sure looks like Dany is about to take the same approach that Cersei did. Betrayal lies in your future, Jon Snow.
Why do I suddenly have the mental image of Ghost taking the blow that Dany intends for Jon? Could they be so cruel?
There was absolutely no reason for him to tell Dany about his Targaryen blood, especially not when they are literally on the verge of having to fight for their lives and the lives of everyone else in the Seven Kingdoms, and everything we've seen of his character in the previous 7 seasons says that he would have kept that information to himself or made it clear that he does not want the Iron Throne and get neither of these things happened because the writers apparently want "easy melodrama".
In fairness to Jon, he has no interest in the throne, so it never crosses his mind to say "Hey, by the way, I have no interest in the throne!" And after seeing the look on Dany's face (wow, that was a great sequence from Emilia Clarke, you could feel her recoiling from the pretender) Jon may very well have stepped in and said more. But, you know, battle against impending death.