Rhaegar + Lyanna is not happening because George R.R. Martin has seen the fan fiction and is running for a hill to take cover. Nah, just kidding.
Although I number among the millions of R+L=J fans I think the story will never be explored on ASOIAF because there are just too many holes; holes that the fans themselves have somehow filled up and connected to form this semi-coherent back-story. There are several theories, some solid and thought-provoking, others questionable and a number that are downright nuts. Personally I support the met-at-harrenahal-fell-in-love theory because it suits my hopes and fan girling better; also because it has a relatively good backing to it. Rhaegar was well-loved and hell of a lot good looking, why wouldn’t the young lady wolf of Winterfell fall in love with him? He honestly believed that he was either the Prince Who Was Prophesized or one among his children would be; and if it were the latter he was obsessed with providing the dragon’s three heads. Elia was too sick to go through another labor. It also suits the whole Ice and Fire theme the entire series is supposedly singing about.
I know we all want Daenerys, Jon Snow, Tyrion or Aegon to win, and maybe one or none of them will, but G.R.R.M. isn’t all too fond of unneeded back-story. And even if he does touch on the R+L story, I’m sure it won’t turn out the way we all wanted.
In the end, I’m sure our reaction will be along the euphemized lines of, ”Oh fudge.” Unless he dies of course, this is why I pray to the old gods, and to the seven, and to the gods they mentioned and did not mention in The Temple of Black and White, as well as the forgotten gods of time immemorial, PLEASE do not let G.R.R.M. die.