Yes. It's a Targaryen tradition that they marry within their bloodline. While incest is frowned upon for everyone else, the Targaryens were considered to be above the rules. Dany's parents are far from the only instance of it and Dany was brought up believing that she'd marry Viserys.

Not saying I condone incest in real life but for me personally, I always try not to apply real world morals to fiction, especially if (like GoT) it takes place in a universe that's far removed real life, because they're just different things. Some things are relatable but some things aren't, a lot happens in fiction that doesn't reflect reality.

As for Jon and Dany, while I'd expect Jon to more likely have a problem with the incest factor, it seems to me that the bigger issue they're setting up here is how this affects claim to the throne. Because I don't think Dany would be as willing to bend the knee as Jon was. But I also, and I swear I'm not basing this on anything other than my own opinion, wouldn't be surprised if one of them dies. If that were to happen, marriage wouldn't be an issue