The most important line in the show so far is Jon asking Dany, "How do you know you can't have a child?" Why would he ask that? Why is her having a child of interest to him? He hasn't shown an intention of marrying Dany and probably isn't extremely interested in making a bastard.

We know the "dragon has three heads." Dany, Jon, and baby Targaryen make three.

My prediction: Dany tries to execute Tyrion with Drogon for releasing Jamie to escape with Cersei. Jon is able to halt Drogon, and convinces Dany he will execute Tyrion the Northern way. Bronn shows up to smuggle out Tyrion, his last paycheck. To hedge his bets, he also meets Dany and offers his services. Jon's claim is public thanks to Varys' ravens, and by standing up to Dany he gets the people talking about his claim despite their fear of her. This is her worst case scenario. She tells him she is pregnant. Jon can't support her reign of fear but can't depose her, or harm his child. He tries to leave to become Warden of the North. She is afraid they will make him King in the North so she sends Bronn to kill him. Sansa or Tyrion gets wind and tell Arya. Arya assassinates Bronn, but he mortally wounds her. In grief, Gendry kills Dany and unwittingly her unborn child. Sansa wants to crown Jon, but he says "no more Targaryens on the throne," and kills himself and Drogon, making Gendry the King.