HER FATHER ALWAYS used to tell her stories before she went to bed, although the stories both began and ended in the very same place, with the very same plot, and the very same smiles on both of their faces once they were finished. It was one story that he adapted to suit the needs of his child, to ease her back into sleep, which was when he would sit beside her for most of the night to make sure she was okay.
Tony Stark was forced into fatherhood without any idea of what he was doing. He tried his best, and he raised his daughter as best he could. He remembered the times where she came stumbling down the stairs on her little legs, whimpering about a bad dream or a monster under the bed or some other sort of night terror. He would always take her back upstairs, tuck her into the little twin bed with the pink comforter and stuffed animals that she loved so much, and he would tell her that everything was going to be okay. He would check for monsters under the bed, he would tell the bad dreams (shadows he made dance with his hands in the light of her lamp) to go away and they would, and it would all be okay.
That was how the story started; with the promise that no matter what happened, Tony would always be there to protect his daughter. Because Tony Stark had a theory, one which settled his daughter's mind when she was most upset, and rebuilt the faith that she would be okay.
He told her that they were connected by some other means than simply blood and genetics. When Lyanna asked what he meant by that, Tony explained that since she was born, he always seemed to feel how she was feeling. If she was hurt, he was hurt. If she was happy, he was happy. If she was lost and didn't know what to do with herself, he took on the very same mindset. It was because of this that Tony Stark did a lot of things, and all of those were to make sure Lyanna was okay.
Lyanna didn't know if this was true, or if any such connection could possibly exist, but the thought of her father always knowing that she was okay comforted her more than any of his other stories. And so she began to accept that she and her father were connected, and Tony never let her lose faith in that. He would always have an uncanny knowledge of something that happened to Lyanna, even if she had only just been hurt or made smile. He would always know if she was okay.
It was something Tony Stark prided himself on; his ability to keep his daughter safe. That was why he became Iron Man; that was why he shut down his weapons manufacturers; that was why he took on the threat of Thanos - all to keep his daughter safe and make sure she was okay.
Tony Stark loved telling his daughter stories of their lives, making them seem more interesting than they were. In fact, Tony Stark loved stories so much that he became one that Lyanna would tell to her future children, because after the Endgame, nothing would ever be okay again...