Aye, that is the story he was telling. He said he was a bastard and his mother was a servant to Walder Frey. She apparently educated him.

[Jon nearly snorts in derision.]

Walder Frey was not a man to let his servants be educated. He didn't care for any of that.

I never met "Willem" and he never came to pay respects to Sansa, the last of the Tully bloodline, his liege lord. It's because "Willem" doesn't exist. He's a Northerner and a kinslayer.

[And so much worse.]