Episode 3 Lord Snow
This is a term used mockingly towards Jon Snow by the Master-At-Arms at Castle Black, Alliser Thorne. Upon Jon Snow showing his superior ability in combat over the other recruits, Thorne, who is also the trainer of new recruits at Castle Black, calls him Lord Snow in order to highlight the fact that he is a bastard child and therefore cannot inherit his fathers title of Lord. His bastard status is apparent from the surname Snow, which is given only to bastard children from the North. However, although very rarely occurring, it is possible for bastard children to be accepted into their fathers family and to become a Lord, so this may be something of a foreshadowing of things to come. Calling him Lord is also used to imply that the reason for his superiority in combat is based on his familys wealth and position of power allowing him to be trained by experts, and is not natural skill or something that he has had to learn for himself.