*This is based purely on the television series as I have not read the books.*
It is the dead of night, long after Ramsay had left her for the evening - not before having his way with her, as had become his habit every night since their marriage was consummated. Sansa is unable to sleep, looking out of her small window in the high tower of Winterfell, pondering on her revenge. In the darkness, there is sudden shouting and movement, as some of the castle's guards run across the courtyard.
Minutes pass with no further noise or movement and Sansa returns to her musings. Caught up in her own thoughts, she has to stifle a scream when a face appears at the window. She recognises the freckled face and blonde hair and, without a second thought, rushes to gather her winter cloaks and the few belongings she had been allowed, by Ramsay, to keep in her bedchamber. With Brienne's help, Sansa negotiates her way down the rope to the battlements, and together they climb down the steep walls of Winterfell and into the snow banks below.
They avoid the Kingsroad, travelling instead through the forest and smaller paths which transect the North. Her hair is still somewhat dark from the fading dye and she answers to Alayne in the few taverns and inns they pass. Brienne is a strong and silent traveling companion; her squire Podrick kind and respectful. Sansa is glad of their company. Even though they barely rest or sleep, it takes many days to reach their destination.
When they finally reach Castle Black, Jon is there waiting - taller, stronger, more confident then she ever remembers him being. Sansa dismounts her horse and they embrace, any animosity between them lost in the joy of seeing the only small piece of family either of them has left. She realises they have never embraced like this before and feels embarassed at her former harshness, realising now how little his lineage matters now. For his part, Jon marvels at how she looks so different and yet the same. She has the same fair complexion, high cheekbones and beauty, but is no longer a girl; her body is graceful, womanly in his arms. The years have made her face harsher and yet somehow softer at the same time.
At dinner, they converse cautiously. He talks of his adventures beyond the wall and she talks of her journey with Brienne and Podrick, but nothing more. The unspoken words say more than the spoken: there are topics neither can broach. She realises they barely know each other, that she never knew him even when they lived under the same roof, but she finds herself enjoying his company and is thankful that he doesn't ask questions about what she has been doing over the past three years.
The other brothers of the night's watch are less pleased to see her. After thousands of years of only men on the wall, it seems that she is the second woman in half a year to take up residence at Castle Black. To appease the others and, she thinks, to keep her safe, Jon offers her his bed while he sets a makeshift bed on the floor of the adjoining room.
"Sansa!"
She wakes with a start and finds herself staring into Jon's black eyes, his hand on her shoulder and a strange look on his face - anxious or confused, she can't tell. After what seems like an age, he removes his hands from her and steps back.
"You were crying out in your sleep," he whispers
Sansa breathes in slowly, embarrassed at the shaking of her breath. She blinks, still seeing Ramsey's cruel eyes behind her lids. "I am well, don't worry"
She can tell from the look on his face that he doesn't believe her. She wouldn't believe her either: she can feel the tears still cold on her face and her hands are shaking. Being a gentleman, Jon doesn't press her for details but tucks a stray strand of hair behind her ear in a strangely familiar but comforting gesture, and turns to leave.
"Perhaps, you could..." she sucks in more air, trying to quell the shakiness in her voice "perhaps you could lay here until I can sleep?"
Jon hesitates and for a moment Sansa wishes she hadn't said a thing.
"I will" he says, climbing on top of the furs on the opposite side of the narrow bed. Sansa dares not move any closer, but puts her head down on her pillow and pulls the furs up around her shoulders, her shaking hands abating. Shortly, she falls asleep, lulled by Ghost's soft snores at the foot of the bed and Jon's presence beside her.
After that night, it becomes an unspoken agreement that they share the bed. Jon always remains above the blankets, while Sansa lies cosy underneath - not that he would ever deny her that. She sleeps better when he is there and he pretends he doesn't hear her quiet sobs in the darkness.
Jon has always been warm blooded, not feeling the cold, but one night, about a week into their arrangement, it is so bitter that Jon shivers and shakes in his bedclothes. He eventually resolves to get a cloak to drape over himself. No sooner has he stood up from the bed, Sansa wakes and rolls over sleepily, anxious.
"What's wrong?" she asks, the worry evident in her voice.
"I'm just cold is all, go back to sleep"
Her brow furrows and she pulls back the furs on his side of the bed, indicating with her head for him to get in. He almost refuses but the feel of a cold breeze creeping under the door persuades him. He slides into the bed, remaining resolutely on his side, and falls asleep quickly in the warmth.
Dawn breaks, lettings beams of weak wintry light into the room. Jon stirs, half awake, his face buried in a mass of red hair. Sleep dazed, he pulls the warm body closer and deeply inhales the scent of her hair. His muscles and heart freeze instantly as he realises the mistake - instead of the vital scent of snow and wind he was anticipating this is something softer, gentler, sweeter. Wide awake now, Jon chastises himself and his sleep-addled mind for mistaking one red haired beauty for another. Simultaneously, his heart twists in his chest at the thought of Ygritte.
He tries to assess the situation. Moving now would surely wake her but he can't very well stay here, pressed against her body, arm slung across her waist. Worse still, his young man's body has betrayed him, as it is often wont to in the mornings, and his cock is heavy and hard against her backside.
Gingerly, he tries to move his arm from around her. She stirs and wriggles, pushing back into him further and making a muffled noise in her sleep. He holds his breath, motionless, regaining his composure for a moment before trying to move his arm, even more gently this time. Again she stirs, leaning her head back in a stretch and a thought comes unbidden to Jon's mind, to kiss and nip at the column of her throat. He quickly pushes the thought away and extracts his arm from her the rest of the way. At the loss of contact, Sansa's eyes open gradually and she blinks a few times before apparently realising their position.
She is out of the bed and into the adjoining dressing room, glancing back briefly with flaming cheeks, before Jon barely has time to notice she has moved. Rolling onto his back, he flings his arm across his eyes and groans, angry with himself and his traitorous body.
He doesn't see her for the rest of the day. She must be making a conscious effort to avoid him as the castle is small and there is little for her to do, few places she could be. Come nightfall, Jon is starting to panic. Ghost is on edge, as he always is when he can sense Jon is tense or upset. At first, he decides it is best to await her in his bedchamber, hoping that she would come to him. After what seems like hours of waiting, he decides instead to do a sweep of the castle, under the guise of checking on the nightwatchmen.
The round takes at least an hour and Jon feels like he is crawling out of his skin by the time he gets back to the bedchamber, having seen no sight of her on his journey. He pushes the chamber door open and almost falls to his knees when he sees her sitting on the end of the bed, legs crossed in a manner that befits such a lady.
She looks at him, the expression on her face unreadable. For moments, they simply stare at each other, both afraid to speak first.
"Can I trust you, Jon?" she asks finally, so quiet as to be almost imperceptible. When he doesn't respond, she speaks again, "You're a good man, honourable," a statement more than a question. Still Jon doesn't speak, sensing she has more to say.
"I slept last night, really slept, for the first time in a long time," she begins, "I felt safe with you. Am I safe with you, Jon?"
He steps across to her, takes her small hand in his and kisses her fingers gently.
"Always"
She takes the lead and clambers into her side of the bed. Jon follows her and allows her to move him as she wishes. She maneuvers him into a similar position to that in which they woke that morning: on their sides, her back to his chest, his arm around her slim waist. She doesn't say another word and he doesn't press her to. He doesn't know the details of what happened in the three years they were separated, but he feels pride in being able to give her this small comfort.