But wasn't she at Castle Black in the books anyway? Stannis and the army marched forth without her and the family. I always thought she was the key to Jon's survival after that last scene and the series almost confirms that with her return.
Of course, GRRM goes through people like the Marines on Guadalcanal, so there's no telling.
As far as the books go, I am not sure since I never made it that far in the books as of yet.. According to people who've read the current books, Jon Snow's storyline is left off the same (relatively) in the show as in the book. However, there is a lot of rumor and conspiracies about how he's not truly dead.
There is plenty of indication that there is much more to Jon's story that is left untold is rumors to more of it being told. Like the Jon "snow" Targaryen idea. That Ned Stark wasn't actually father to Jon to begin with, and that his parents are Rhaegar Targaryen (Brother of Daenerys) and Lyanna Stark (Ned Starks Sister). It seems people believe he will be "reborn" as Jon Targaryen and be the one to kill off the Boltons. Than there is how George RR Martin wrote a specific saying that Melisandre said when reading the fire. In her words she said Snow, Martin decided to write it with a capital "S" as it if was Jon Snow.
Than you can also nerd out with the Jon Snow is Azor Ahai reborn.
But than people are just saying things along of the lines of, since he is a warg that he just assumes control of Ghost and doesn't truly die and that seems to be that.
They didn't actually show Stannis being killed and they never have issues showing people being killed in the show so thats something to think about as well.
I think its hilarious how that ending scene with Jon pretty much made everyone disregard the entire episode except for that scene. Nobody is talking bout what happened with Sansa and Theon/Reek, WTF happened to Arya, whats the fate of Daenerys and that Dothraki hoard, how bad is Kings Landing about to implode? Lots of thoughts just hanging there, making us wait 42 weeks.
I need to start reading these books again and stop rambling about the series on here. I got as far as A Clash of Kings and have the rest of them sitting there so I really have no fucking excuses.