Incest and intermarriage are treated very differently in the Seven Kingdoms. The former practice is a cultural taboo, so it’s no surprise that Jaime and Cersei Lannister wanted to keep their incestuous relationship a secret for so long so that their children, Joffrey, Myrcella and Tommen, would not be considered abominations. That plan didn’t really work for their eldest though, everyone knows that he was an abomination, incest or not.
Though the Lannister twins kept their illicit relationship a secret, the Targaryens had no qualms in openly marrying their siblings in order to keep their bloodline pure. It actually caused some rather messy business with the Faith Militant, who were staunchly against it and tried (and failed) to lead an uprising against Aenys and Maegor Targeryen.
Dany’s parents - the last Targaryen rulers of the Seven Kingdom - King Aerys II and Queen Rhaella were brother and sister who produced three children including her, Viserys and Rhaeger, making them siblings as well as cousins. Of course, 300 years of inbreeding created some rather troubling impurities in their offspring - namely insanity, which earned Dany’s dad the “Mad King” moniker. Even her brother Viserys showed signs that he was going a bit insane, but luckily Khal Drogo put an end to him before he could cause any more upset, leaving his sane sister to claim the Iron Throne (or try, anyway).
Dany’s brother Rhaegar’s marriage to Elia Martell wasn’t frowned upon because she wasn’t a direct family member, though she did share the Targaryen bloodline. Elia was a distant cousin to her husband thanks to the marriage between her ancestor Prince Maron Martell and the sister of Rhaegar’s great-great-grandfather, King Daeron II Targaryen. Daeron was also married to Maron's sister so there’s a whole lot of mixed Martell and Targaryen blood in their Houses. That’s why so many Targaryens often marry Martells; if there wasn’t a sister to marry they could always go for a cousin.
Intermarriage like this was more acceptable in the Seven Kingdoms, with even Tywin Lannister marrying his first cousin Joanna, and wasn’t considered incest. However, where this gets tricky is when trying to work out if a union between Dany and Jon would be acceptable.
At the moment, they could get away with it because neither know that they are actually related. Jon still thinks he’s the bastard son of Ned Stark when really he’s the child of Ned’s sister Lyanna and Dany’s brother/cousin Rhaegar. Technically, Dany and Jon are aunt and nephew as well as second cousins, but if they were to marry it may not be considered incest. In real life this is called an “avunculate marriage” and is actually legal in Argentina, Austria, the Netherlands, Russia and a few other countries in the world, so in Game of Thrones the union of Dany and Jon might be considered an intermarriage.
Despite hints at a growing attraction between Jon and Dany, the romance speculation may be just that and really just be a way to build up anticipation and tension to the big reveal of his parentage. Episode 4 director, Matt Shakman told IGN:
“I think there is a lot of subtle chemistry happening there between the two of them, and even just Daenerys taking that tiny step forward to Jon before she asks him to bend the knee. There’s a lot of tension in that that I think comes from just two great actors in that darker, more intimate location… Daenerys, of course, as she loses allies, is trying to gain one in the King of the North, so there’s very much a political dialogue happening in the scene. But it’s also undeniable that there’s something happening between them personally, as well.”
A marriage between the Southern Queen and the King in the North would certainly make it easier for both Jon and Dany to save face in a potential alliance, as he wouldn’t really be bending the knee if he ruled next to his wife, and she would end up with a hero husband who isn’t trying to take the Iron Throne from her as well as the unconditional support of the North. However, once Dany finds out Jon’s heritage their sexual tension might turn into rivalry as he may have a claim to the Iron Throne over her. As the last surviving male Targaryen, people like Littlefinger and Varys may plot to get him on the Iron Throne over Daenerys, which may make her even more paranoid of the game players in Westeros. But with little allies left to support her, Dany may have to put her suspicions to one side in order to take the Iron Throne from Cersei.
Currently, it seems that she and Jon manage to form an alliance to take on the White Walkers as a recent Instagram post from Emilia Clarke shows her and Kit Harington, in character, with the snowy backdrop of what is likely Winterfell, or the North. But like Jon said, they have more important issues than romance to deal with so talk of a relationship between them may be premature, though not unwarranted with only three episodes left of season 7.
Tune into Game of Thrones this Sunday to see how episode 5 unfolds...
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