Well that there was some kind of connection between Silver and Grey is something that was already speculated on, now we just got the confirmation. The nature of that connection is still not entirely clear. His looks, the cross, the ice reference, the smell and the silver reference (in Hiro's Rave Master Grey's counterpart character is a silverclaimer)...all of it points to him being his dad, but that doesn't make any sense for Silver being mad on Grey. Why would he be mad on his own son? Not to mention that Silver himself was supposed to have died as the result of a demon attack created by Zeref. That he would be Ul's husband would make more sense then as it would explain why he is mad at Grey and the grave Silver was visiting, but that would not explain why he smells like Grey and why he left Ul and their daughter as this means Silver is Ultear's father.
Grey and Juvia looked badass on that cheetah