Yeah, I didn't read the books, I remember an article about the most plausible theory and someone was with Ned Stark when it all happened, this is the someone I refer to... I don't even remember the name, just someone who was with Ned Stark when he found out, and that is still alive. Such a character indeed never appeared on the show nor I think it was ever mentioned.
Yup, that guy. We got his children in the show though.
I'm convinced Benjen doesn't know. I think the only ones who can know about Jon's parentage are the ones who were with Ned at Tower of Joy, and since there were only two survivors including Ned, well...
I mean, I don't think Ned told Benjen about Jon's parentage. Benjen joined the NW shortly after Ned returned from Robert's Rebellion, and I don't see why Ned would've told him this just like that. After all, he was married with Catelyn for 15 years and he never told her about it. While yes, Benjen, Ned and Lyanna were all pretty close, the fact Benjen joined the NW shortly after Ned came back... well, you know, now I think Benjen might know something.