Perhaps one of the simpler explanations is the right one: Despite losing a lot of blood, Jon survives the beatdown by his backstabbing brothers and lives to see another night on The Wall.
GONE TO THE DOGS
Though he hasn’t done so before, there’s a chance Jon could — maybe subconsciously? — warg into Ghost before dying, the way that Bran can warg into his direwolf Summer. Maybe that’s what’s meant by the change in his eye color that some fans saw in that last scene? (Though some believe that, because the HBO series chose not to have a dying Jon call for his companion the way he does in the book, this choice isn’t an option.)
DREAM A LITTLE DREAM OF ME
There’s precedent for Game of Thrones‘ dead appearing in dreams and/or visions: Bran saw his father, Ned, during a Season 4 sequence; and Daenerys was very briefly reunited with her sun and stars when Khal Drogo showed up at the House of the Undying. If he is dead, what’s stopping Jon from swinging by his loved ones’ slumber?
BETTER RED THAN DEAD
If Thoros of Myr, a red priest, could resurrect Beric Dondarrion in Season 3, who’s to say red priestess Melisandre — who was rather preoccupied with Jon throughout Season 5 — can’t do so for the fallen Lord Commander?
Charles Dance, whose Tywin was killed in the Season 4 finale, showed up in Season 5… but only as Papa Lannister’s corpse in a funeral scene. Might a similar reason be behind Harington’s presence in Belfast at the start of Season 6 filming? (Admittedly, this is our least favorite theory.)
WHAT A PRINCE
Though Melisandre believes that Stannis is the reincarnation of R’hllor savior Azor Ahai, maybe Jon is really the Prince That Was Promised to save mankind — that’s gotta be enough to get past a pesky little death, right?
PARENTAL GUIDANCE SUGGESTED
Jon just can’t die before we find out the identity of his real mother — and possibly that of his true father, if the L+R=J theory is to be believed. (Google it.)
HE JUST HAS TO LIVE
“I’ve been worrying about Jon for years,” Sam says confidently and reassuringly at the end of Season 5. “He always comes back.” Works for us!