The look on Daenerys's face when Jon Snow reveals the truth to her is just . . . yikes. She responds rather, ahem, angrily, finding it pretty convenient that the pair who confirm Jon Snow's lineage are two of the people closest to him. She immediately understands the implications — as in, that he'd be the true heir instead of her — but they don't really have time to talk about it much thanks to the White Walkers' arrival.
At this point, Daenerys's fate isn't looking too promising, but it'll be interesting to see how the truth about Jon Snow's identity might influence her actions during the Battle of Winterfell and beyond.