Davos has become the most trusted ally of Jon Snow in recent years, but Game of Thrones fans are starting to pick up on the fact that the two characters were destined to be close since the first couple of seasons of the show.
If you go back to the third season, Shireen Baratheon was teaching Davos how to read, helping him become a wiser man despite her young age. In a moment you didn't realize was an Easter Egg, the first word that Shireen teaches Davos is "Aegon."
Now, following the events of Season 7, we know that Jon Snow's real name is Aegon Targaryen, son of Rhaegar Targaryen and Lyanna Stark, rightful heir to the Iron Throne. The book was about Jon's ancestor, who had the same name, but the moment really set the stage for the eventual relationship between Davos and Jon.
To take things one step further, this Easter Egg is also surrounded by tragedy.
Remember, Shireen was burned alive a couple of seasons ago. Melisandre believed that Stannis, Shireen's father, was chosen by the Lord of Light himself, so she was doing everything in her power to get him the throne. This included sacrificing his own daughter.
We soon learned that Stannis was not, in fact, the Lord of Light, so the sacrifice was in vain. Instead, Melisandre now believes that Jon Snow (Aegon) could be the chosen one after all.
Shireen was sacrificed in the process of Davos and Jon becoming allies, and her reading lessons foreshadowed that fact seasons before.