"I know nothing." — Jon Snow
Spoiler Alert! Well, kind of Spoiler Alert, I guess. Really it's probably more of a Speculation Alert, because the theory about Jon Snow's mother outlined in this video is based entirely on information from the first couple books of A Song of Ice and Fire, the events of which have all played out in the first few seasons HBO's Game of Thrones. So, it's not really giving any new information, per se.
That said, this theory (which is so old it was originally published on an Angelfire page) seems pretty rock solid and receives near-universal acceptance from fans. In fact, it's pretty likely that it was David Benioff & D.B. Weiss's understanding of it that impressed George R.R. Martin enough that he signed off on letting them adapt his novels for television. So, maybe it is kind of a Spoiler Alert. But only for stuff that Martin clearly intended for fans to be able to tease out on their own.
At any rate, I don't think it ruins the story. In fact, I think it makes it even more awesome. It lets you look at Jon Snow in a whole new way. I mean, it's not like it's telling you how Jon Snow gets morphed into a ice dragon and then marries Cersei. That would require an actual Spoiler Alert!