Melisandre never shuts up about the Lord of Light, R'hllor. She's obsessed with the idea that R'hllor has reincarnated the great hero Azor Ahai in the form of Stannis Baratheon, and that he'll lead the fight against the darkness and save everyone from Tommen ice zombies. But many fans believe that Azor Ahai will turn out to be someone else entirely, like Jon Snow. His rumored lineage, prophetic dreams and the Azor-like sacrifices he's made make him a pretty decent candidate.
But they might have the wrong bastard.
Ramsay Snow, illegitimate son of Roose "Nice Day for a Red Wedding" Bolton. This torture-loving prick came in second to Joffrey in Westeros' Next Top Sadist. Why even bother spending several books and TV seasons building him up by making him flay Theon Greyjoy? What's the endgame with the kind of merciless, unlovable henchman you see in a Saw movie? He could simply be a plot device to which "Reek" will test his mettle, but it would make way more sense if Ramsay turned out to be Azor Ahai reborn.
At one point, Melisandre says she has visions of "snow," and if she thought that might mean Jon Snow she'd already have had his demon ghost babies by now; she's confused because she hasn't met the right Snow. Admit it, making you root for a shitheel like Ramsay sounds exactly like something George R. R. Martin would do.