Welcome to the wonderful world of Game of Thrones fan theories where anything is possible, everyone is everyone's brother/sister/lover/murderer and no one ever dies.
The most recent theory to ride the bloody waves of season five's finale is based around the prevailing R+L=J theory, which basically holds that Jon Snow is the son of Rhaegar Targaryen and Lyanna Stark. If you don't know about this, then watch the following helpful video:
Here's where things get even more crazy. Some people are now combining an old theory – that Meera Reed, the girl currently with Bran, is actually Jon Snow's twin sister – with this other theory about Jon Snow's parentage; hence the R+L=J+M.
Despite the fact that Jon Snow looks a hell of a lot older than Meera in the TV series, this impressively in-depth Wiki of Ice and Fire lists the birth years of both characters as 283 AC – which would make them the same age. When you add in the fact that Lyanna Stark is also listed by the Wiki as dying in 283 AC (and Meera's supposed father Howland Reed was with Ned at the Tower of Joy on the day they went to find Lyanna), it seems like there's more than enough ground for a good old fan theory.
You know Meera, she's the gal with the bow and the sister of the mysterious Jojen. They weren't seen this past season and are probably still just hanging around with that old tree dude, who turned out to be the three-eyed crow.
If this theory is true, it basically means three things.