The supreme canon is the work published under George R.R. Martin’s name as author [this play is not]. First and foremost, that means A Song of Ice and Fire, along with the Dunk and Egg stories (collected in A Knight of the Seven Kingdoms) and his other authored works set in the world.
of course this also includes the histories like F&B and the world book — but these are written from multiple sources and are meant to be ambiguous
And then there’s the category of adaptations, works created by others based on his work, with more or less participation from Martin as a guide or consultant. This is the realm of the HBO shows, and now of the play as well. These are not canon as a whole, though they may contain canon in parts.
translation: the Mad King play is as canon as the got tv series and hotd. simple as that! another interpretation of events we’ve already heard through other characters plus a few theories confirmed by grrm (Lyanna being the KOTLT etc) but it’s very clearly NOT the supreme version of these events…
So, again, to the question: Is it canon? Game of Thrones: The Mad King is not canon as a whole, but some parts of it are, and some parts of it are not. In fact, early reports cite a number of details which are very much expressly non-canonical, showing that the needs of the play and the story the creatives wanted to tell trumped attempting to stick to every piece of canon, old or new.
to me, this obviously includes details like Jon and Dany being conceived on the same night in the play when George himself stated before that Jon is ~8 months older than Dany. it’s clear that the play did a little time crunch to maybe flow a bit better, so can we stop having discussions like “maybe Ned lied about Jon’s age” “but maybe Aerys tried to conceive Dany on the night of the comet” about the books??
it’s like trying to discuss F&B Dance but basing your argument on hotd-only events (like Rhaena = Nettles) — IT DOES NOT WORK
Some of its foundations come directly from George. Some of its major answers may reflect truths that will eventually appear, perhaps in a different form, in his own work. Around those foundations, however, the playwright, director, actors and other collaborators have built a drama. The details of that drama should be understood as an imaginative dramatic interpretation unless and until George specifically confirms otherwise in things like interviews. Or until the books themselves settle the matter with finality.
it’s okay to criticise the play canon, but there’s no way to conflate it with book canon in a way that’s not purely speculation
like, there are several things about the play I hate (the Dornish orientalism and bi fetishisation and Rhaegar’s whitewashing chief amongst them), but I can’t really blame GRRM for them now can why? ultimately I have zero (and I mean ZERO) idea what comes from him and what comes from any of the other 20+ people (being generous) involved with this production
NOTHING of it is “canon” as of yet