Of all the issues, the Jon Snow reveal leading to absolutely nothing bothers me the most.
Season 5 ends with his death.
Season 6 he is revived and ends with the big reveal that he is the rightful King.
Season 7 ends with Sam and Bran learning and agreeing that he is the rightful King.
Season 8 Sam tells him, urging him to take the throne. All the theories and prophecies, most of which confirmed true by revealing his parents, point to him being brought back from the dead to destroy the darkness. Nope. Arya kills the Night King. Ok so maybe now the tension between him and Dany will be over his rights to the throne. Nope, she goes mad and he kills her cause she's crazy.
In the end, him being Lyanna and Rhaega's son didn't matter at all. Jon was the character I fell in love with narratively. Always kicked down, raised as a bastard, banished to the Night's Watch, no one ever believed him or in him, Cat Stark didn't even raise him with love, and now when finally his big moment comes....nothing. He isn't even involved in the two big battles of the season. Those episodes he just stood around.
None of the lore hinted at for seasons comes out. Yeah he is a central character and technically he gets a happy ending, after killing his love, but I expected so much more from his arc.
I was expecting at least a monologue from him to the lords or ppl of KL. Maybe a callback to Ned.