(Knight!) Brienne's squire Podrick sang the song to gathering warriors on the eve of battle, with this version following during the credits. While the group drank away their worries, Tyrion Lannister (Peter Dinklage) asked if any of them knew a good song. "The Prince of Dragonflies [Duncan] loved Jenny of Oldstones so much he cast aide a crown, and Westeros paid the bride price in corpses".
According to A Wiki of Ice and Fire, "Jenny's song is a sad song that is always requested by the ghost of High Heart as payment in exchange for telling the brotherhood without banners of her prophetic dreams. The ones she had lost and the ones she had found, the ones who had loved her the most". Just after "Jenny's Song" ends during episode 2 of Game of Thrones season 8, we flash to see Jon and Daenerys standing in front of Lyanna Stark's statue in the Winterfell crypts, with Dany telling Jon that her brother Rhaegar - wait for it - "liked to sing".
Drawing From the Books Even though the TV series has long since passed the point where George R.R. Martin's novels left off, "Jenny of Oldstones" is an example of the writers finding ways to work in unused elements from the source material. Duncan was the eldest son of Aegon V and heir to the Iron Throne.
The lyrics and the story behind them, however, could also be a clue as to what Jon is going to do next, regarding his right to the Iron Throne and his love for Dany; like Duncan, he could very well give up his claim to rule the Seven Kingdoms for love, giving way to Queen Daenerys instead. If Dany is the one destined to defeat the White Walkers and usher in a new spring, the best thing Jon can do is love and convince others to do the same.
This is certainly a complicated idea, dripping with secrets and references, and it proves that showrunners David Benioff and Dan Weiss may have had their minds on the Prince That Was Promised prophecy while crafting season 8 of Game of Thrones.
But that isn't likely to provide a happy ending for Dany. As the inhabitants of Winterfell settled down for what very well might be their final night together, Podrick Payne serenaded his friends with a rendition of "Jenny of Oldstones", a popular folk tune among the people of Westeros.
And she never wanted to leave Never wanted to leave.