I felt really bad for Sam Tully. Good for him how he delivered the truth to Jon. No way that dragon lady is going to bend the knee to King Jon. I believe the dragon Jon was riding sensed he is a Targaryen.
It will be interesting watching how Sam deals with the truth of Dany's punishment of his father and brother. Sam is extremely loyal and I doubt he would ever turn on Jon but no one ever truly knows which direction GOT will take its characters. I am sure Sam will be empathic of Jon's love for Dany but can Sam's friendship for Jon survive this test? I hope so.
Sam's news has rocked Jon to his core. How does he reconcile being in love with his aunt? I have little doubt the revelation of knowing both who he truly is and who his biological paternal family is will impact him extremely but he is a Stark also. The Stark family has been Jon's primary self-identification, one he has always fought for acknowledgment.
Jon has always wanted to live up to Ned Stark's ideal, to protect his family and The North--so much so that (up to this point) he placed those over his own desire. Does the revelation ultimately raise the option of ruling above his past desire? In my option, he will not seek the throne UNLESS Dany does something that will endanger the welfare of the North and the Seven Kingdoms. News of Dany killing Sam's family did not shake his bond for Dany. I think whatever event that would spark Jon into rebelling against Dany will be extremely powerful.
Olenna Tyrell gave Dany her best advice: "Be a dragon." She has always sought her birthright and has gone through hell to reclaim it. I believe Sam was right. Dany would not renounce her claim to the Iron Throne, even to Jon. Personally I am in her corner 100%--unless she turns into Cersei...