Sam and Jon last parted ways at the end of season five, when Sam left for Oldtown to study at the Citadel. Little did either of them know that Sam's journeys would lead him to uncover the biggest secret in the Seven Kingdoms — that Jon is actually the son of Rhaegar Targaryen and Lyanna Stark, making him the true heir to the Iron Throne.
That Sam delivers this news with empathy and compassion, even after learning what Daenerys did to his family, speaks to not only his character, but to his close relationship with Jon. He helps Jon understand that the story that Ned Stark told him wasn't intended to deceive him, but to protect him, and Jon listens, even though he doesn't want to, because this is Sam, and he knows Sam would never lie to him.
It would've been a huge moment for the mythology of the show no matter who delivered the news, but having Jon find out from Sam, whom he loves like a brother, made it especially resonant.