It was right there. Sam had it. Or Gilly, rather, as the two thumbed through the scrupulous notes of High Septon Maynard. Gilly asks Sam, “What does annulment mean?” She then begins to read from Maynard’s book:
“He issued an annulment for a Prince ‘Raggar’ and re-married him to someone else in a secret ceremony in Dorne.”
Though she mispronounces the name, she’s likely talking about Prince Rhaegar Targaryen, who was married to Elia Martell before Robert’s Rebellion. But during a tournament, he shocked Westeros by riding past his own wife to name Lyanna Stark, Ned’s sister, the tournament’s Queen of Love and Beauty. In other words, the dude was crushing hard. This was extra scandalous because she was betrothed to marry Robert Baratheon. Later, he mysteriously abducted Lyanna and brought her to the Tower of Joy, where in Season Six we saw young Ned pick up her child in a vision.
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What Gilly is describing is Maynard marrying Rhaegar and Lyanna before she gives birth to her child, Jon Snow, who Ned brings back to Winterfell after the war to raise as his own.
Unfortunately, Sam grabs the book in frustration and hands it to their kid. Then he leaves the entire Citadel as a whole, where he, along with curing the most incurable disease in Westeros, discovered the key to destroying the White Walkers. Seems like he was doing a pretty good job!