If you want to return a reference to the class member, I suppose the reason is that you want to modify the member. But if the reason is that the object is big, and you want to improve performance by not having to return a copy, it may be a good idea to return a const pointer to the object, or const reference.
Returning a pointer (const or not) is valid C++, but it violates some principles of object oriented programming. If you want the object updated, the usual principle to have the update logic in a member function instead.
To expose internal design of a class to the outside is usually a bad idea. That means you have an extra dependency, and dependencies should be kept to a minimum. Suppose you later find out that the data need to be managed in another way, you can no longer update only the class 'b'. You will also have to find all users of GetA(), and update them. If it is a library, it may not be possible, and the API is suddenly incompatible.