In her fires, Melisandre has seen things involving Jon or snow, which he dismisses, but could represent Jon’s claim. He also has a dream very similiar to stories of Azor Ahai where he fights the White Walkers with a burning sword.
Jon’s wounds also smoke as Bowen Marsh cries – and since Azor Ahai is said to have been born in salt and smoke, this would imply the moment he becomes the promised hero.