There's also a letter floating around that Robb had written up naming Jon his heir until he got his own kid. Robb wrote it under the assumption that Bran & Rickon were dead. Littlefinger thinks Sansa if the heir to Winterfell, though she's been accused of regicide. And if Jeyne turns up pregnant, too, the lawyers in Westeros are gonna have a field day fighting all of the claims.
Even if we assume that letter exists - legitimizing Jon makes him a Targaryen. I really can't see the series ending without Jon's parentage being revealed and if that is the case, he won't be a Stark. If Sansa is the heir another name will rule Winterfell once she is wed. I am positive Jeyne isn't pregnant, her mom prevented that from happening. The only one left (unless Bran rules as Hodor) is Rickon.
I'm not arguing as a meta point, just pointing out things look in-world at this point to different factions.
Leave Jeyne aside (I don't think she's pregnant either but we don't know for sure she's not), Littlefinger's not wrong based on his knowledge - Sansa IS the heir, no matter if her husband actually "rules" (see: Stark, "Arya" and Bolton, Roose). And if Robb's letter appears before Jon's true parentage is revealed, then HE is the heir - Robb didn't legitimize him as a Targaryen, but as a Stark.
It'll be interesting in what order Martin reveals this stuff, because - regardless how it shakes out at the end - it could cause a huge mess.