With five novels (and a sixth allegedly on the way...), three novellas, a companion book, and a TV series watched by tens of millions of people, Game of Thrones/A Song of Ice and Fire spawns a lot of discussion.
George R.R. Martin has created a vast, layered world full of fantasy and intrigue, and stuffed with tiny details and potential clues. Because of this, and a rabid fanbase, the saga has given rise to an endless labyrinth of fan theories as readers and viewers attempt to unpack secrets and solve mysteries.
R+L=J is, by some distance, the most famous of these, and Season 6 finally confirmed that Jon Snow is indeed the child of Rhaegar Targaryen and Lyanna Stark. Going beyond the parentage of Ned Stark's bastard, though, and there's plenty more most people will be at least familiar with.
Almost everyone has got hype for Cleganebowl, thought about the Grand Northern Conspiracy and Southron Ambitions (two of my personal favourites), or pondered the identity of the Prince That Was Promised - and they're just the believable ones. There's all manner of tinfoil theories too that people love to repeat, from Varys being a merman to Roose Bolton being a skin-stealing immortal.
When it comes to Game of Thrones fan theories, the well runs deep. X+Y=Z, the person you think you know is really someone else, everything is a conspiracy, and there are lots of theories that don't get the same attention as Jaime killing Cersei or Tyrion being a Targaryen, but are just as well thought out.