Book readers have been blogging about this on the internet for years. The end of George R.R. Martin's A Dance with Dragons, left much to the imagination. In the book, Jon is a warg, as are most of the other Stark children. The prologue of Dragons focuses on the character Varamyr Sixskins, a powerful warg beyond the wall who was able to prolong his life after his human form was killed by warging into the consciousness of several different animals. So when the book ends, and Jon snow is stabbed by his brothers and lays bleeding out, he calls for Ghost. So there are a lot of fan theories based on evidence in ASOIAF that believe Jon survived the stabbing by warging into Ghost.
The adaptation has not shown any of the Stark children as wargs except for Bran. I understand this from a show running point of view, as this ability distinguishes Bran and enhances his importance in the eyes of the viewers. However, I still waited up until the screen went to black for Jon to whisper Ghost's name, I thought maybe that would be the moment to reveal that he can also warg. It didn't happen.
As of the season six premiere episode of GOT, we now know that Jon Snow is in fact dead. As I spent the month before the premiere binge watching all five seasons, I allowed myself to toy with this possibility that Jon could actually be dead. That maybe George R.R. Martin really does hate us all and killed one of our favorite characters (again). But it doesn't make sense. Killing Jon Snow eliminates the only POV character at The Wall, which is the place where the most crucial conflict in the series is brewing. In the books, Ser Davos is off doing the bidding of Stannis among the Northern Lords. Melisandre is at The Wall, but the reader can read her visions in the flames better than she can. Every time she asks the Lord of Light to show her Azor Ahai, all she sees is snow. I mean...come on.
GOT's decision to change the pace of the Stannis story line and speed it up to push Ser Davos to The Wall and to crush Melisandre's belief in Stannis, and perhaps the Lord of Light, was some clever maneuvering in order to get these characters where they need to be for the resurrection of Jon Snow. The reveal at the end of the season six premiere episode "The Red Woman" shows viewers that a distraught Melisandre is more than just a sexy, always warm, vision having mother of shadow babies. She is actually really old.
How old? I'm not entirely sure. However, because I am dedicated to nerd speculation, I have read a lot of theories and also watched a lot of YouTube speculations on the matter. Some say that Melisandre is centuries old, maybe even 400 years old, which would make her old enough to have been alive during The Doom of Old Valyria. Valyria! You know...the place where the art of making Valyrian steel was lost to the world and now only a few of the blades survive. Interesting that two of those swords were in the hands of Northerners. The Mormonts, by which Jon inherits Longclaw, and the Starks with Ned's sword Ice (which was made into two swords, one called Oath Keeper which belongs to Brienne of Tarth as was most recently laid at the feet of Sansa Stark). These Northerners possessed blades capable of killing white walkers, as Jon Snow showed us back in the season five episode "Hardhome." I'm not saying that Melisandre is in possession of this ancient knowledge, I'm just saying that I heard that theory and it's a really interesting one.
There is also speculation that Melisandre is old enough to be the daughter of Bloodraven (the three-eyed crow) and Shiera (a book character fascinated with prophecies and using dark arts to hide her age and was also the lover of Bloodraven). This would tie in interestingly with what is happening beyond The Wall in Bran's storyline, which will ultimately converge with well...everything. She would have more knowledge of the ancient darkness, the white walkers, all of the mysterious elements that intrigue us, but about which we know very little. Also, who knows what role Bran and Bloodraven could play in a possible resurrection of Jon Snow, especially if he is a part of winning the war that is coming.
So there are a lot of theories about who Melisandre really is, and while we now know she is old and she was once a slave, and has been to Asshai, she's still a figure shrouded in mystery. No matter her age, it is clear that GOT chose to reveal Melisandre's true form as a means to show the viewers that we have yet to even begin to understand this woman and her powers. Back in season two the show runners thought it was important to bring Melisandre and Thoros of Myr together in a scene to
discuss how he came to possess the power to resurrect the dead with the flame of life. Thoros tells the tale of how he had given up on his faith in the Lord of Light, he had become a drunkard and a whore monger. It wasn't until he saw his friend struck down that he called upon the Red God and 'spoke the words' that revived Beric Dondarrion. I don't believe that this exchange was just convenient, because in the books Melisandre uses the blood of another of Robert's bastards (of which there were many), so her journey to get Gendry was definitely more about this scene between she and Thoros.
Consider it...Melisandre has just watched Stannis lose everything. She believed in her visions, she believed in Stannis, she appeared out of nowhere in season two to make sure that Stannis became King. Where did she come from I wonder? She was driven by fire, by her mission, seeing herself as a kind of soldier in the coming war at The Wall. Now she has no purpose, she has misread the flames, the prophecy of Azor Ahai is mixed up in her head, and Jon Snow is dead.
It would indeed seem that focusing more on Melisandre and her power is a good way to keep audiences in suspense about whether Jon is dead or if he will be resurrected. There is way more evidence in the book than in the show to suggest all of this, but there is a reason why Ser Davos is leaving The Red Woman as an option to help them figure out a way through their current situation at Castle Black. She's done incredible things, but perhaps her true purpose is linked with Jon's and as she has come undone over her failures to fulfill her misbegotten mission with Stannis, perhaps now she will also 'speak the words' and resurrect someone.
There is another theory out there that Jon Snow will be burned and he will be reborn from the fire. That would definitely highlight the Targaryen side of his Stark-Targaryen lineage. However, let's not forget that Jon is not impervious to fire in the same way that Dany is. Jon was burned in season one when he saves Jeor Mormont by throwing a lantern of fire at a wight.
And then of course there is the most unpopular of all the theories -- that Jon is actually dead dead. A theory I muddled over for quite sometime, but ultimately chose not to embrace, because we all know that Jon is more than just a beloved character...he's different. The mysterious Jon Snow and his unknown lineage, his dire wolf, his commanding presence, his ability to see beyond the petty triviality of wildlings vs. kneelers, his sword, his battle with the white walker, and the showdown with the Night's King. I believe he will be back, but if it is through resurrection by Melisandre, just remember what Beric Dondarrion said of his own repeated resurrections -- he loses some of his memories and grows less and less like himself. How would that impact Jon and his vows with the Nights Watch?
What will Jon Snow be like once he is back - returned from the other side?