Sansa's burden (Game of Thrones Leaks/Spoilers)
If Bran tells Sansa next episode that Jon’s a Targaryen (and I think Bran will during rhe weirwood scene) then when Jon sleeps with Daenerys and the Northern lords hear of it and revolt (according to the leaks) - Sansa is going to have to hold the North together for him while knowing he slept with his aunt.
I’d assume she’d do everything she could to keep it a secret, but think about how that will weigh on her mind. Especially if she has feelings for him.
If Littlefinger knows about Jon’s parentage (and I think he does, given his odd smile in the crypts when Sansa talked about Lyanna) maybe that’s his source of marriage blackmail? Marry me, or I’ll tell these houses you’re barely keeping from open rebellion that Jon’s a Targaryen?
I’m not sure what independent proof Littlefinger has. He’d need some. But especially if Sansa knows Jon’s a Targaryen after the next episode, I think the above scenario is possible.