While we all hoped he wouldn't be dead at the end of Game of Thrones season 5, I'm sure a large portion of us had faith Jon Snow would in some way survive the mutiny. Assuming he does survive, it throws a lot of questions up in the air. Theories are thrown about with Game of Thrones, it's an integral part of the fandom, George RR Martin is such a smart and ruthless storyteller with an eye always on the bigger picture that clues are scattered as far back as season 1 in some cases. My personal theory on what will happen to Jon Snow is this; he is the Lord of Light's chosen one.
When Stannis asked Melissandre if he would be victorious in his march on Winterfell, she replied "I have seen Bolton banners burning". She hadn't specifically seen Stannis' victory, just a Bolton defeat, her visions had never been wrong in the past, I believe it was her support of Stannis that was misplaced. When she leaves Stannis and rides to the Wall I think she believes the Lord of Light has left her, or has no faith in her, she will stumble across Jon and attempt to save him in a similar manner to how Thoros of Myr had done with Beric Dondarion.
Jon is dead, or at least he was dead, and technically if he did die, then his watch has ended, he has no obligations or responsibility to the Nights Watch, especially after their mutiny, he will leave his post as Lord Commander, and lead the Wildling army to Winterfell. But why?
It would be easy to put an attack on Winterfell down to revenge for Robb and Lady Stark, or even a rescue mission for Sansa, but these are small matters compared to the coming war with the White Walkers, and Jon knows that better than anyone. After Hardhome he sees exactly how outnumbered they are. By taking the Wildling army to Winterfell and reclaiming it, it will confirm Melissandre's vision of Bolton banners burning, but more importantly as the Lord of Winterfell he can rally the great houses of the North to fight the White Walkers, this was always Jon's story, a war with the White Walkers was always going to be his end game, whether he makes it through or not is another matter, I still believe Rickon will be the Lord of Winterfell at the end of the story. But the question was is Jon dead, of course he is, stabbed numerous times then finally to the heart, left to bleed out in the snow, he's dead as can be... but not for long.
Game of Thrones returns for season 6 in April 2016.