The prince that was promised/Theories
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According to prophecy the prince that was promised is a prophesized leader or perhaps savior. There have been some hints in the series as to whom it the prince may be. Some readers consider that the prince that was promised and Azor Ahai are one in the same, others believe they are similar but unrelated people.
Thus far the most information provided on whom the prince might be comes from Maester Aemon.
- In Braavos after Sam tells Maester Aemon of the rumors about Daenerys Targaryen and her dragons, Aemon becomes convinced that Daenerys is the prophesied leader. 
After Sam tells Maester Aemon about the rumors of Daenerys Targaryen and her dragons, Aemon becomes very certain that Daenerys is the prophesied leader, even though the prince has turned out to be a princess – and not a prince.  Aemon is not troubled by this discrepancy as he quickly realised that there is an error in the prophecy’s translation - as dragons are neither male nor female. He explains to Sam:
No one ever looked for a girl ... It was a prince that was promised, not a princess. Rhaegar I thought … the smoke was from the fire that devoured Summerhall on the day of his birth, the salt from the tears shed for those who died. He shared my belief when he was young, but later he became persuaded that it was his own son who fulfilled the prophecy, for a comet had been seen above King’s Landing on the night Aegon was conceived, and Rhaegar was certain the bleeding star had to be a comet.
He explains to Sam that dragons are neither male nor female, allowing the prophesy to trick most interpreters, except Maester Barth,
Maester Aemon states,
- Maester Aemon’s notion is supported by the woods witch, who prophesied that the prince that was promised would be born from the line of Prince Aerys and Princess Rhaella. When Aegon V heard the prophecy he arranged the marriage between the two.  Daenerys Targaryen is their daughter.
- Maester Aemon never brings up the name Azor Ahai to Sam but does mention the prince that was promised.
- A "bleeding star" which is supposed to herald the coming of the prince may actually be the Red Comet seen by Daenerys prior to lighting her husband’s funeral pyre and the birth of her dragons.
- The "birth" may be literal and figurative simultaneously. The great storm that occurred when Daenerys was born ("born amidst salt..."). And Daenerys emerging from Khal Drogo's funeral pyre unscathed ("... and smoke").
- In his youth, Rhaegar Targaryen thought he might be the prince that was promised. At the time, Maester Aemon thought the same. 
Aegon VI Targaryen
- Before his death, Rhaegar believed his son to be the prince that was promised. This is because a comet had been seen above King’s Landing on the night Aegon was conceived, and Rhaegar was certain the bleeding star had to be a comet. 
- Proclaimed to be the the prince that has been promised by Melisandre.
- If his father was Rhaegar Targaryen, then he would be a prince born from the line of Aerys II and Rhaella Targaryen.
- Jon offers balance between fire (Rhaegar) and ice (Lyanna Startk).
- When Melisandre searched in her flames for Azor Ahai, she saw only Jon.
- If he becomes dead, his body could come back as a blue-eyed wight, his soul could survive in Ghost, and Melisandre could use her fire magic to put back his soul in his body, which would resurrect him, pretty much like Thoros of Myr resurrected Beric Dondarrion. That would make Jon an Ice and Fire revenant.