Yeah, I definately agree that he's worse than Joffrey. The only other person in his category for me is Gregor and even then, I'd give the slight edge to Ramsay in the sick department.
Jon does say "do you know why my name is Snow?" to someone and explains it. I forgot who and which episode though.
Yeah, that was to Sam.
"Because you're a bastard, from the North".
He was explaining why he backed out of his meeting with a whore (presumably Ros from the description) when they were cleaning the mess hall and it was because he didn't want to give birth to another bastard.
"So, you really didn't know how to put it in"