Daenerys has done plenty of things that make her seem capable of killing Jon Snow. In season 7, she burned thousands of Lannister soldiers alive. And while she was still in Meereen, she was no stranger to crucifying slavers. While these could be justified by war, they’re still pretty gruesome to think of. 

And Jon knows how dangerous Daenerys can be. In episode 1, Sam revealed that Daenerys had executed his father and brother, Randyll and Dickon Tarly, for refusing to bend the knee. Sam also implies that while Jon gave up his crown to save his people, Daenerys would not be willing to do the same. 

The actor behind Sam, John Bradley, also hinted that Daenerys could kill Jon. He told TheWrap: 

“Sam is now very, very aware that Dany is very imbalanced and very volatile and in quite a dangerous state with people.” 

“He sees with his own eyes and is kind of connecting this to his own set of emotions, just how cold she is and how sacrificial she is in other people’s lives.”

“And he learns the lengths that she’ll go to if somebody decides to disobey her and how her quest for power seems to know no moral code when it comes to that.” 

And fans seem to agree, with one writing:

“Daenerys has been in her feelings for two seasons. Finding out the truth about Jon isn’t helping. Wonder if she’ll go crazy like her father.”