"This is not the end," Jon swears to himself. "This is not how it ends."
But there he is - kneeling before his brothers in black who stab him repeatedly while vowing "for the Watch". Lying in the snow, in the darkness, Jon has lost everything he ever thought worth saving. He wonders if there was ever a way to win this game. He feels the loss to his core, the despair burning his heart despite the frost crispness in the air. He wishes to let out a tortured scream when he remembers there was only one person he regrets not protecting.
Jon looks up and sees her standing before him, her bright hair kissed red by fire and her blue-grey eyes shadowed in black. Memories flash before his eyes as he stares up at her.
"I'm so sorry," he manages to whisper, tasting his own blood upon his lips. In the darkness, in the shadows, he struggles to read her ghostly features. Yet, he believes he sees a smile grace her crooked white teeth. He parts his lips to apologize once more, but he realizes it doesn't matter.
She cannot be saved, it is over, she is gone.
And in that instant, Jon hates her for leaving. He remembers her aiming her arrow at him; he remembers watching the resolve in her eyes weaken as he spoke to her; he remembers Olly striking her thru the chest; he remembers holding her small body in his arms and comforting her in her last moments; he remembers.
Tears falling slowing from his eyes, he whispers through the blood, "We should have stayed in that cave."
Those are the last syllables that ring through Jon's head as the mortal pain takes hold of his body. He tries to clutch onto the hope that Ygritte might be waiting for him on the other side as his vision begins to fade. As death inches quickly forward, he loses his grip on hope. No hope, no light. There is nothing left but all-encompassing pain that explodes through every nerve. And then his world collapsed upon itself.
"You're mine. Mine, as I'm yours. And if we die, we die. All men must die, Jon Snow. But first we'll live"