For those who haven't read the books, the Tower of Joy was the place where Eddard Stark found his sister Lyanna in a bed of blood, at which point Ned made Lyanna a promise moments before she died.

The theory – commonly known as R+L=J – says that the blood was the result of childbirth, and that the child in question was fathered by Prince Rhaegar Targaryen. Knowing that any child of a Targaryen would be slaughtered by Robert Baratheon, Ned promised Lyanna that he would raise them as his own, telling everyone (including his wife) that the child was his bastard. If you hadn't worked it out by now, that child was Jon Snow. Half Stark, half Targaryen, Jon Snow is literally the song of ice and fire, or so the theory goes. You can read more about this theory here.