I'm generally not a big fan of tinfoil involving secret identities. I was going to post a whiny rant complaining about too much secret identify tinfoil in this sub, and lack of creativity, and blah blah blah. But then, in defence of the crazy theories, I realized that there have been a LOT of secret identities in the series so far.
Just for fun I tried to see how many I could remember. Here is my list of CONFIRMED, CANON, NON-TINFOIL secret identities in the series. These are all people who at one time or another used an alias to hide their identity, or pretended to be someone else.
It would be cool to get this list as complete as possible, so let me know if you think of any others.
Arstan Whitebeard is secretly Barristan Selmy
Reek II is secretly Ramsay Snow
Reek III is secretly Theon Greyjoy
Esgred the shipwright’s wife is secretly Asha Greyjoy
Rugen the gaoler is secretly Varys
Griff is secretly Jon Connington
The three-eyed raven is secretly Brynden “Bloodraven” Rivers
Egg the squire is secretly Aegon V “The Unlikely” Targaryen
Lady Stoneheart is secretly Un-Catlyn Stark
Frog is secretly Quentyn Martell
Drink is secretly Gerris Drinkwater
Ser Greenguts is secretly Ser Archibald Yronwood
Alayne Stone is secretly Sansa Stark
Arry/Weasel/Cat of the Canals/The Blind Girl/The Ugly Little Girl/Mercy/Salty/Nan is secretly Arya Stark
Yollo/Hugor Hill is secretly Tyrion Lannister
Executed Mance Rayder is secretly Raddleshirt
Abel the bard is secretly Mance Rayder
Raddleshirt II is secretly glamored Mance
Fake Arya Stark is secretly Jeyne Poole
Monster is secretly Mance's son
Mance's son is secretly Monster
John the Fiddler is secretly Daemon II Blackfyre
Renly in the battle of the Blackwater is secretly Garlan Tyrell
Crisped Bran and Rickon are secretly the Miller's boys
The Hound II is secretly Rorge
The Hound III is secretly Lem Lemoncloak
Dead baby Aegon Targaryen was secretly the Pisswater Prince (a nameless Tanner's son)
Little kid Jamie and Cersei are secretly each other parent trap-style
Not officially confirmed canon yet, but pretty much head canon for almost everyone:
Gravedigger is secretly Sandor Clegane(This might be pushing things EDIT: removed the strikethrough since this one is strongly supported)
Robert Strong is secretly Un-Gregor Clegane
Alleras is secretly Sarella Sand
The alchemist is secretly Jaqen H'ghar
Young Griff is secretly Aegon Targaryen (or Blackfyre)
EDIT: Added a few others that are not confirmed but seem to be generally accepted by almost everyone here
Maynard Plumm is secretly BloodRaven
Pate II is secretly Jaqen H'ghar
Lem Lemoncloak is secretly Ser Richard LonMouth
The Knight of the Laughing Tree is secretly Lyanna Stark??? (this one is contested, but KotLT is definitely someone's secret identity)
Black tomcat in the Red Keep is secretly Balerion, Rhaenys Targaryen's kitten (not really a secret identity, but I really like this theory)
The Harpy is secretly ?The Green Grace? (We don't know who it is, but the Harpy counts as a secret identity)
Don't forget the inverse: Rattleshirt was secretly Mance
Also, Jeyne Poole is disguised as Arya Stark
And Mance's child is actually Gilly's, and vice versa