WARNING: Spoilers below so if you don't like spoilers don't read until you get to the finale!
The series finale of Season 5 of Game of Thrones and the conclusion of A Dance With Dragons sees Jon Snow lying dead on the snow, stabbed by members of the Night's Watch for his willingness to ally with the Wildlings against the White Walkers. Fans however don't think this death is convincing, namely the fact that Jon has been the center of so many theories around the progression of the plot(namely the theory that he is a Targaryen Prince and that he is destined to save the world from the White Walkers as Azor Ahai reborn).
Furthermore, for a series rife with antiheroes pitted against grey characters pitted against sympathetic villains and outright evil villains, Jon is one of the few characters that come across as the closest to a "hero". He is honorable and compassionate, as demonstrated when he in Season 3 when Jon is tasked with executing a prisoner to prove his loyalty to the Wildlings, which he refuses despite it almost costing him his life. While if you look at the case with the rest of the Starks that this honor and heroism has been the ultimate undoing; George RR Martin has actually been open about a hint of ambiguity regarding Jon's fate, saying himself that "Oh you really think he's dead, don't you?".
But you might say that Kit Harrington has confirmed his death. However it should be noted that Harrington has not received a parting gift as per whenever an actor's role ends on the show nor cut his hair to the point where it doesn't represent Jon Snow's trademark hair any more. With these facts in mind it is likely that they are discussing with George RR Martin on how to progress this story forward with the character and his role on life support depending on if Martin decides that he's dead or not.
As such, there has been a wealth of fan theories determining the fate of the character, ranging from him becoming a warg to him resurrected to fire to not even dying in the first place. But how do they hold up? I share my assessments below.
1. R+L=J proves to be true and he rises out of the ashes as he is cremated
A widely believed theory about Jon Snow is that he is not the bastard son of Ned, as Ned has proven to have loyalty to all as his defining trait; but rather the son of Rhaegar Targaryen and Lyanna Stark as a child of love and not of rape. Despite what Robert tells the audience, there are implications that Rhaegar and Lyanna loved each other--everyone aside of Robert had a positive opinion of Rhaegar, including Jorah, Barristan, and Ned, himself. And assuming the possibily that Rhaegar was a psychopath whom had masked his behavior to everyone except Lyanna, whom he raped and abuses, than Lyanna could probably sense something coming as Ned has compared her to Arya, not Sansa; thereby rendering the argument moot. As such Rhaegar and Lyanna was probably more consensual than Robert would have us believe.
On her deathbed, Lyanna asks Ned to promise something to her. The exact details of this are not yet know. But since she was bleeding we could infer that she died from pregnancy when factoring in this theory and that she was requesting Ned to protect Jon by preventing his true heritage from being revealed to Robert, which would have gotten Jon killed. We get another hint of Jon's true parentage by season 5, when he was seduced by Melisandre--something she only does to those of Royal blood.
With this theory in mind, it is likely that Jon will, mirroring Daenerys' own rebirth be reborn on the pyre as his body is burned by his former allies.
My Take: While personally I support R+L=J as a theory, there being too many indicators to prove it's validity; I do not like this presentation, GRRM has stated that royal blood does not make you automatically impervious to being burned, but it was the magic of the dragons' birth(or rebirth) that preserved Daenerys. So any magical resurrection for Jon Snow because of his royal Targaryen blood would not work well in terms of plot. However, this dosen't mean that there aren't other ways for his resurrection.....
2. He Wargs into Ghost or some animal
Another common theory is that Jon, provided he has Stark blood from Lyanna, has the power to also Warg. This is the ability to enter into the minds of animals or, as Bran proven with Hodor, to enter into the bodies of other humans. If a Warg is killed then the Warg's human consciousness can live on inside of the animal, but it's soul will slowly decay; this gives Jon an limited lifeline as he seeks a new body or a restored original body. Here Jon will be, in the lens of this theory, resurrected through Ghost, the direwolf which he adopted.
My Take: This is a really popular theory, but there is so much we don't know about Wargs. For instance, can they switch bodies if their human bodies are dead. And as it had been noted, Jon is on life support the moment he Wargs into Ghost, so if there is no way to restore his body, any hope for resurrection will be in vain. Overall while I see the merit in this theory, it should be used as a supplement to some of the other theories below.
3. Melisandre brings him back to life
This is the most common theory on how Jon will be revived. Red Priests have demonstrated the power to resurrect the dead, as Thoros did with Catelyn in the novels. We know from early on this season Melisandre has interest in Jon's "King Blood" and is considering Jon, not Stanis, the reborn Azor Ahai. It is speculated either she does a ritual to resurrect Jon or she is aware that Jon wargs into Ghost and prepares his body for resurrection. Emila Clarke has stated there are people who could bring Jon back to life--and Melisandre could be one of these people.
And as Lady Stoneheart is confirmed to not appear in Game of Thrones, maybe Jon could be Lord Stoneheart or Lord Night(being a watchman and all)? The Boltons, Freys and the rest whom screwed over the Starks would cower in fear and wish they did something to save Ned Stark’s head when they still had a chance as they beg the chosen of the Red God for mercy--and they shall receive none.
My Take: In my opinion, this theory may be the best way to adapt the warging-into-ghost theory. Considering the fact that Lady Stoneheart is vengeful and vindictive after her resurrection and that Jon's story mirrored that of a traditional hero, and not to mention part of Sansa's storyline in the series is her learning to "play the game";it could be a very nice deconstruction of the traditional hero archetype that GRRM has sought to do in that the "hero" finally is able to achive greatness, but after casting out their idealism, or even their humanity--hence Jon becoming a vengeful, resurrected bringer of vengence against not only the White Walkers, but also possibily the traitorous Night's Watch and the enemies of the Starks. There are however other more intresting opportunities that could be explored and I would not be suprised if the next theory has a degree of validity to it......
4. The Night's King brings him back to life
This is the other person...or zombie....whom could bring Jon back to life at this point. He has shown an interest in Jon as 5x08 has demonstrated. Whether as an enemy or a possible asset to his army is yet to be determined. Which raises the question of if he could resurrect Jon as a Wright...or even a White Walker. Since we know the Night's King was once a Stark, he must have become a White Walker, meaning that the White Walkers can be created from the dead. The question is....how? Perhaps that will await us in season 6(and possibily book 6(
Many fans of this theory believe that this will also be mixed with the idea that the White Walkers are the good guys, either they were guardians of Westeroes to protect it from an enemy forces invading and might actually cut deals with the various houses to fight Daenerys...or the idea that their God is the good one and that R'hllor is the real "evil" god. Alternatively the White Walkers are clearly presented as the final villains of the story, but Jon will retain his humanity and backstab them, possibly creating a schism between the Night's King and the White Walkers and anyone Jon could rally to stop the Night's King in this "White Walker Civil War".
My Take: This is my personal favorite theory regarding Jon's resurrection. If for the fact that a lot of plot points can stem from this. Assuming that R+L=J(see below) is true than Jon's royal blood could have had an impact on any magic the Night's King will use on his body and it will allow him to rise as a White Walker. Assuming he wargs into ghost, his conscience could enter that body, meaning that his humanity could be preserved to a certain degree. This could raise a point in which Jon struggles to come to terms with his new existence and his remaining humanity. It would allow for a whole slew of new interactions between Jon, the surviving Starks, the White Walkers, and the Night's Watch---if they live to tell the tale that is.
Now onto the other points often brought up in conjunction with this theory, namely the White Walkers being the true heroes of the story, either because R'hllor was an evil entity or that they are guardians of Westeroes protecting it from an aggressor. In their current forms, both theories in my mind are somewhat problematic. Firstly in the context of the Red Priests, while the behavior of Melisandre may appear to be abhorrent in our eyes, with her killing of Renly and later Shireen(TV only), George RR Martin has stated that the Red Priests only are people whom interpret their religion, and as such, there are fundamentalists in conflict with those willing to take more conciliatory or moderate views; with Thoros being a clear example of such that do not resort to sacrifice to "sate" his god. To have R'hllor be revealed as evil all along would undermine this belief. Likewise George RR Martin said he want to subvert the classic "black-and-white" duality commonly seen in fiction and as such, to have one side come off as good and the other as bad would reinforce, not deconstruct this theory. Furthermore considering the actions of both Melisandre and the Night's King, it is likely that we could have a situation where both sides are bad(or we are only dealing with the extremes presented by Melisandre and the Night's King) and have to be defeated for balance to be achieved between the seasons.
The theory of the White Walkers as Guardians of Westeroes against forces that threaten it's independence is more plausiable to maintain the "greyness" of the saga; but still somewhat problematic. For instance, if the White Walkers are so inclined to protect Westeroes, why are they destroying Wildling settlements as seen in 5x08? And if they always emerged when Westeroes is threatened by an enemy, why didn't they destroy the Wall when the Targeryans first appeared in Westeroes? Some proponents of this theory have also suggested that Azor Ahai/Last Hero, when he existed was not a hero in the sense of the word, but a conqueror, and the White Walkers allied with the houses of Westeroes against Azor Ahai. But if that is the case, than why build a wall to keep them out? Couldn't it be likely that Westeroes managed to fend off both the White Walkers and Azor Ahai, and keeping the former imprisoned in the wall? This would also feed into the theory of keeping the balance between Ice and Fire over having it's extreme ends seep into the world.
This theory also runs the risk of some unpleasant and villainous characters being let off the hook--for instance, what if Cersei, the Freys and the Boltons see the writing on the wall and ally with the White Walkers for their self-preservation? A lot of audience members and readers at least want the latter two dead, but if Craster was left alone because he served these "guardians", than these "guardians" will not give any comeuppance to these characters or even get "heroic" deaths assuming they still die in the end. As such it will be very hard to root for the White Walkers and create a morally ambigious conflict where both sides have a point if all they wanted was to protect Westeroes....but they are willing to leave some of the worse characters alone if they see the writing on the wlal.
In regards to the problems with this theory despite my preference for it, I propose that elements from both of the "good" White Walkers theory be mixed into one assuming GRRM and the show wants to go down that route. We could have Jon's humanity be in conflict with the demands of the Night's King and Jon even objects to his plan to bring the wrath of the Great Other onto Westeroes assuming it is revealed to be such. Jon could even be differentiated from the White Walkers by his humanity, which could even lead him to take revenge on the Freys and the Boltons and all those that wronged the Starks over allowing them to live--assuming they all go Craster and try to ally with the White Walkers. Alternatively this could have him resort to diplomacy to gain support for the White Walkers over killing people and turning them undead.
This will, in my mind, culminate in a schism and a civil war between the factions of the White Walkers. One being the Night's King and the Wrights he can muster, the other being Jon, who manages to gather support from allies such as the Wildlings, Northerners and Stark supporters alike and even some of the other White Walkers via diplomacy over forced conversion into undeath. This will conclude with Jon Snow overthrowing the Night's King(perhaps with the help of Bran as a greenseer) and becoming the new leader of the White Walkers. As this concludes however, Dany and her dragons have crossed the border: the battle for Westeroes has begun.
And this battle will not be one of good versus evil, but instead two competing visions for the future with a validity on both sides. Between Daenerys' vision of the future under her rule, enforced by the Dragons and the Dothraki, locked in combat against Westeroes' own desire for freedom--spearheaded by the bastard of Winterfell turned White Walker who gathered all the forces of Westeroes in the final battle for their survival. This is the best way to make a genuinely grey conflict in which the readers and the viewers can debate on and on as to who is in the right, with the extremes on the far ends of the spectrum such as Melisandre and the Night's King being dealt with by those seeking more of a genuine balance between ice and fire as well as all the "bad" characters killed in one way or the another before this battle happens.
Either way however, problem with this theory either way is that it can only work in the frame of the show, as the Night's King is exclusive to the show and the Book's version had him die millennia ago not long after, or during the Long Night. So unless they have a way of delivering Jon's body to some sort of Supreme White Walker leader we haven't been introduced to yet.....this will be problematic unless George RR Martin does a stand-in not involving the Night's King in some capacity..
5. He just doesn't die
Alternatively, Jon Snow could be just not dead, the wounds were not serious, this possibly starts a schism on the Night's Watch. Melisandre and the Wildlings he has brought in would probably support him. Jon wins this power struggle and prepares to fight against the White Walkers.
My Take: This is the least convincing theory in my opinion, he has suffered several blood wounds and is shown to be dying at the end of the season. They will have to justify how he is able to stay alive without some sort of magic if he has suffered severe blood loss or inuries and how he could have gotten healed, otherwise we could get a plot hole of massive proportions.
Conclusion
Overall, when examining the various fan theories surrounding Jon's potential resurrection, I believe theory 3 and 4, maybe in conjunction with theory 2, would be the best way to take this story forward.
Of course we could be wrong and he could be dead for real, and his role in the story filled by Dany, Sansa and Bran. Or we could get a dead in the show but alive in the books scenario...which would give me impetus to start reading the whole thing!
Nevertheless, the wait for the next book and season will be exciting, everyone is in uncharted territory as winter draws nearer and the time of wolves is upon us....
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