No idea what the fuck that is, and if it has anything to do with something in the books we haven't been told about keep that shit to yourself.
It's not a spoiler. It's one of the most popular fan theories around (and one that is yet to be confirmed... or infirmed as soon as the showrunners let Bran come back to that tower in EP3).
I mean, since season 1, people have wondered about the "lapse in taste" from Ned, which was very out of character. I mean, he's not the kind to sleep around while he's married and has a son already, he could recognize his bastard son since the heir is older, he's not the kind to bring his child, and leave his mother somewhere, and if she was dead... he clams up when asked. And suddenly, out of the blue, he finally says to Jon before heading to King's Landing "next time we see, I'll tell you about your mother" (which, of course, never happens).
Enter the R+L=J hypothesis. We know that Robert rose in rebellion against the Targaryen because the straw that broke the camel's back was that Rhaegar Targaryen kidnapped his betrothed, Lyanna Stark, and his father Aerys executed the Stark lords when they showed up and had the audacity to ask about it. War ensues, and Robert massacres every Targaryen he can find, including the little ones, save Viserys and Daenerys who were sent away just in time. Robert gets on the Iron Throne, marries Cersei because Lyanna is dead, and then Ned heads back to Winterfell... along with a "bastard child".
The big hypothesis is that, when Ned tracked his sister, he found her dying on childbirth... Robert would have asked that Targaryen bastard to be put to death immediately, but Ned wouldn't have killed his own nephew. So, he brought him back, let everyone assume that the "bastard child" is his, nor his sister's, and kept Jon safe.
There's a big video that shows exactly how many hints are in the show that are there to establish that story (stop at 7:25 if you really want to avoid any out-of-show information).