Theon Greyjoy is the son of Lord Balon Greyjoy. When he was young, he was taken by Eddard Stark as a hostage, and raised with the Stark family.
Tyrion: Let me give you some advice bastard. Never forget what you are. The rest of the world will not. Wear it like armor, and it can never be used to hurt you.
Jon: What the hell do you know about being a bastard?
Tyrion: All dwarfs are bastards in their father's eyes.
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Tis a big and beautiful world. Most of us live and die in the same corner where we were born and never get to see any of it. I don't want to be most of us.Oberyn