Littlefinger knows. In the crypt with Sansa when he kind of rolled his eyes when she was talking about her aunt being raped by Rheagar. I thought he might reveal in the finale, especially when he referred to Jon as a bastard born in the south. Littlefinger will play Jon against Sansa and guessing this is one of his…

That would have been interesting. The one plot inconsistency is he burned his hand pretty bad when he killed the first white walker in castle black early on