Dragon? There's an actual dragon here and a Targaryen at that?!

Benjen's face shifts from muted surprise to something akin to wonder. "But the last dragon that Westeros ever seen died thousands of years ago--" He pauses for a moment as he tries to muddle through his thoughts.

After the rebellion, House Baratheon slaughtered anyone bearing the Targaryen name. There were rumors that two children of House Targaryen escaped but Benjen made certain to keep his mouth shut in regards to that matter. He has no need for idle gossip and has even little need to hear it. Though, if this alleged princess is truly a Targaryen; she better damn well look like one.

For good or ill, the three Starks could easily spot a fake after dealing so closely with the Targaryens.

"Easy there--" He pleas with his sister. "So much seems to have happened since Ned---what?" Benjen doesn't dare fill in the blanks but it seems that he didn't have to. "Who are they? Lyanna, who told you this?" A sense of dread washes over him. "Ned is here, isn't he? He's alive, yes?"

No one told him.