I don't buy the Bran is the NK theory, but also I hope the endgame of his role and abilities isn't simply so Jon knows his lineage. I think he'll have a big part to play in the final events.
I still understand Jon to be dead and brought back by Mellisandre (her a servent of a deity) until his role is fulfilled. I have always thought Jon will be humanity's savior against the dead, but also that once the battle is over his role will be fulfilled and will cease being alive. I figured this would lead into a dramtic martyr type situation where Jon will sacrifice himself to save mankind.
Martin, for what it's worth, has criticized Tolkien for making death negotiable. He references Gandolf and the Balrog, and although that isn't really a good argument considering Gandolf is not a human in Tolkien's universe, it does provide insight into how Martin may have wanted to deal with Jon. Just my opinion.