Mostly we have evidence from symbolism used from different points of view. None of this is explicitly confirmed, but where there is smoke there is Fire and Blood.
The Mummer's Dragon
Daenerys has a vision in the House of the Undying:
Then phantoms shivered through the murk, images in indigo. Viserys screamed as the molten gold ran down his cheeks and filled his mouth. A tall lord with copper skin and silver-gold hair stood beneath the banner of a fiery stallion, a burning city behind him. Rubies flew like drops of blood from the chest of a dying prince, and he sank to his knees in the water and with his last breath murmured a woman's name. . . . mother of dragons, daughter of death . . . Glowing like sunset, a red sword was raised in the hand of a blue-eyed king who cast no shadow. A cloth dragon swayed on poles amidst a cheering crowd. From a smoking tower, a great stone beast took wing, breathing shadow fire. . . . mother of dragons, slayer of lies . . . Her silver was trotting through the grass, to a darkling stream beneath a sea of stars. A corpse stood at the prow of a ship, eyes bright in his dead face, grey lips smiling sadly. A blue flower grew from a chink in a wall of ice, and filled the air with sweetness. . . . mother of dragons, bride of fire . . .
A Clash of Kings - Daenerys IV
A few visions are straightforward, such as Viserys's death (by name) and Rhaegar's death (rubies from a dying prince), but the rest are open to much speculation. The dragon on poles is what is important to the story of fAegon.
Later on in Meereen, Quaithe appears to Daenerys in a vision/dream and warns her of this mummer's dragon:
"No. Hear me, Daenerys Targaryen. The glass candles are burning. Soon comes the pale mare, and after her the others. Kraken and dark flame, lion and griffin, the sun's son and the mummer's dragon. Trust none of them. Remember the Undying. Beware the perfumed seneschal."
A Dance with Dragons - Daenerys II
Here the symbols are much more clear. Kraken and Dark Flame are Victarion and Moqorro. Lion and Griffin are Tyrion and Jon Connington. The sun's son is Quentyn Martell.
Then the mummer's dragon... so a dragon, but a fake dragon... Who do we know that is claiming to be a Targaryen without much evidence? Who do we know was a mummer in his earlier life? All signs point to fAegon.
Illyrio's Wife and the Golden Company
Part of the plan to put fAegon on the throne is to win the support of the Golden Company which is Illyrio's half of the plot. The Blackfyre sigil is a black dragon on a red field, the reverse of the Targaryen sigil.
The history of the Golden Company is its own story, but to make a long story short, they were formed by Aegor "Bittersteel" Rivers, who fled Westeros after the first Blackfyre Rebellion. They were known for never breaking a contract, which they have done to support fAegon.
"Myr." Illyrio smirked. "Contracts can be broken."
"There is more coin in cheese than I knew," said Tyrion. "How did you accomplish that?"
The magister waggled his fat fingers. "Some contracts are writ in ink, and some in blood. I say no more."
A Dance with Dragons - Tyrion II
"I admire your powers of persuasion," Tyrion told Illyrio. "How did you convince the Golden Company to take up the cause of our sweet queen when they have spent so much of their history fighting against the Targaryens?"
Illyrio brushed away the objection as if it were a fly. "Black or red, a dragon is still a dragon. When Maelys the Monstrous died upon the Stepstones, it was the end of the male line of House Blackfyre." The cheesemonger smiled through his forked beard. "And Daenerys will give the exiles what Bittersteel and the Blackfyres never could. She will take them home."
These quote show that The Golden Company is bound to the Blackfyres by blood ("Beneath the gold, Bittersteel."), but that they will also support a Targaryen because any dragon is better than no dragon. However, this seems dubious as the Golden Company never came to the aid of Aerys during Robert's Rebellion nor did they aid Viserys when he sought their help ("They ate his food and heard his pleas and laughed at him.").
What is interesting is that Illyrio mentions it was the end of the male line, specifically the male line. Why might that be important, take a look at the description of his wife:
Illyrio thrust his right hand up his left sleeve and drew out a silver locket. Inside was a painted likeness of a woman with big blue eyes and pale golden hair streaked by silver. "Serra. I found her in a Lysene pillow house and brought her home to warm my bed, but in the end I wed her. Me, whose first wife had been a cousin of the Prince of Pentos. The palace gates were closed to me thereafter, but I did not care. The price was small enough, for Serra."
As we know Targaryens are known for their silver hair, and since Blackfyres are a bastard branch they would likely share the same traits. When questioned by Tyrion about his motives Illyrio responds:
“I told you, my little friend, not all that a man does is done for gain. Believe as you wish, but even fat old fools like me have friends, and debts of affection to repay.”
It sounds like fAegon could be Serra's son (possibly Illyrio's as well).