[JDP]

I think the obvious solution is that Syrio is actually Ned, who is actually alive, having faked his own decapitation (the old 'pull the head down into the sweater' routine gets 'em every time). Ned is soon to return, riding Lady, with his pockets full of dragons, to tell Jon that he is actually his trueborn, legitimate son.

Together, they will then go to where Robb and Un-Cat have been waiting (pretending to be dead after faking their murders). Arya will come skipping in with Bran, who will shed leg braces quicker than Forrest Gump. Hodor will leap onto the table crying, "God bless us, every one!" and they'll all laugh and say "Oh, that Howland Reed, he had us going for a while." Sansa will proudly declare that she knew it all along, before swooning into Loras' waiting arms.

Never forget you heard it here first.