Game Of Thrones: 5 Fan Theories Confirmed By Season 6 (And 5 That Were Bullsh*t)
3. Daario Is Benjen Stark
Ok, this one is diving into the realms of tinfoil here, standing only slightly above the notion of Roose Bolton being a skin-stealing vampire (technically debunked, although maybe he was and Ramsay still managed to kill him) and Varys being a merman (would explain how he got from Dorne to Meereen so quickly).
The theory goes that long-missing Benjen has actually reappeared, and is now going by the name of Daario Naharis. It's more rooted in the books than the show, and is largely based on Daario's appearance (dyed beared and piercings), which appears to be a means of disguising his face. There's the fact that Benjen must be alive, and quite possibly another character, that Dany would be ignorant of who he is/was, and the fact Benjen needs to have some purpose in the larger narrative. This theory was really brought to the show when the actor changed, swapping Ed Skrein for Michiel Huisman, who looks a lot more like a potential Stark. Both would be skilled fighters, similar ages/builds, and if Benjen knew the truth about Jon's parentage and/or the White Walkers, he may want to escape the Watch (which he was constantly disillusioned with) and go find and help Daenerys.
Of course, Benjen then came back in Season 6, and we still saw Daario in Meereen at the same time, and you realise that this theory you've been sucked into is a load of codswallop. Until it's confirmed in the books, anyway.