Martin gives out a bunch of strong hints that Lyanna died shortly after a difficult childbirth. Ned thinks of Lyanna and her "bed of blood", and not long after we get Miri Marz Durz (or whatever) describing knowledge of birthing as "the arts/secrets of the bloody bed".
As for the Allen statement, it's not really a big surprise. The show has made a couple of choices in dialogue that made me suspect that they were deliberately leaving the door open for the Rhaegar + Lyanna = Jon theory, such as having Ned refer to Jon as "you are my blood" (which fits with the book, where he never actually thinks of Jon as his son in his POV chapters). The whole "Luke Skywalker situation" probably refers to the fact that Jon and Dany are relatives if the theory is right, raised apart, and both of them had mothers who died giving birth to them.
I doubt it means that Aerys is the father.
A Feast for Crows mentions that Aerys only managed to get himself aroused sexually after burning people (like when he raped and impregnated his wife with Daenerys), and none of the POVs present in King's Landing during the period when he could have impregnated her ever mention seeing Lyanna (such as Jaime or Barristan Selmy). Not to mention that the Two Davids guessed who Jon's parents were on the spot when Martin asked them about it (and confirmed it afterwards), and the "Aerys is the father" theory is pretty fringe in the fan community.
Rogue 9 wrote:Also were that true, why would Eddard have gone through life letting his wife think Jon was his bastard and therefore hating on him all the time?
It's the safest way to protect him. The first book mentions that Catelyn had asked Ned multiple times to send Jon away, which he had refused. Can you imagine what her reaction would be if she found out that Ned was sheltering Rhaegar's bastard son?
Honestly, the fact that Ned raised him in his own household was supportive of the Rhaegar theory for me as well. That seems to be fairly unusual in the North - Ramsay Snow was raised by his mother out of sight until he was a teenager and discovered by Domeric Bolton, and Larence Snow (the Hornwood bastard) was raised by the Glovers. It's not like Ned has any particular bias against fostering, either, since he had a great time growing up in the Vale with Robert and Jon Arryn as his respective surrogate brother and father.