"Life doesn't always turn out the way we hope." Just about anyone from Westeros would know that, and some of them more than others. Ned is positive that Jon's life did not turn out the way that Lyanna hoped it would, although that's a topic for another time.

He takes care to keep his tone even and conversational. There's nothing usual about his question. "There's a Targaryen here?" He hasn't been here long enough to learn who all of the residents are, and a Targaryen is someone he wouldn't expect to meet anywhere anymore.

At Jon's last question, he lets out a sigh. "Before I woke up here? A dungeon." With the knowledge of an imminent execution for treason hanging over his head.