Game Of Thrones: Is Tyrion Lannister Actually A Targaryen?
What It Would Ultimately Mean
If Tyrion does turn out to be a Targaryen then, as with Jon Snow, it'd have some big implications for everything we know about the series, the Iron Throne, and the future of Westeros.
Being a bastard, and a dwarf, Tyrion wouldn't have a strong claim to the Throne, but it would strengthen his ties to Dany and his support of her being Queen.
Then there's his role as one of the three heads of the dragons, as this would mean he would have a major part to play in whatever that leads to, which is likely to be the battle between ice and fire, and a potential teaming-up of the three biggest characters would obviously be massive for the books and show alike, and cement Tyrion's status as a hero.