Warning: This contains spoilers for the finale of Game of Thrones season five - and some wild GoT speculation on our part.

The finale of Game of Thrones season five - 'Mother's Mercy' - didn't hold back this week, with bereft viewers causing a shock wave on Twitter. A season can't go by without a sacrifice offered up to that ancient and terrible god, George RR Martin.

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So, Jon Snow is dead, stabbed in the back (and sides and front) by his fellow Night's Watch brothers for daring to give sanctuary to their ancient enemies, the Wildlings (incidentally, this just how we left him in the last book, A Dance with Dragons).

But is he really gone? Kit Harington has said that he won't be back for season six, but he could hardly admit otherwise, could he?

We don't think this is the last of Jon Snow, and here are the reasons why:

1. Too much is left undone

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George R R Martin has cracked out some pretty shocking deaths in his fantasy epic, it's true, but when you stop and look back, the victims are all characters whose stories have come to a natural end.

Ned Stark was stuck in the past, a victim of honour over common sense. Robb Stark was never as major a character and George RR Martin somehow never seemed enamoured with him. Catelyn was one of the old guard too, her family scattered and her husband dead. Joffrey had been fully established as a horrible king - he wasn't going to change and he couldn't keep the throne indefinitely, could he?

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But when it comes to Jon, there are just too many dangling threads left. We've only just started exploring Jon's tenure as Lord Commander of the Night's Watch. Not only that, but the wall is obviously going to be a central location in the story's climax, and without him, who is our point of entry into that world? Even Samwell Tarly isn't at Castle Black anymore.

On top of that, there's the mystery of Jon's mother. More is made of it in the books, but if our suspicions are right (more on that in a bit), it will be just as significant to the show when the time comes around. And then there's all those prophecies flying around...

2. The Prince Who Was Promised

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Melisandre, the Red Priestess, is on the lookout for a promised hero known variously as The Prince That Was Promised, Azor Ahai and by numerous other grandiose titles. Unfortunately for Melisandre, she inexplicably decided that Stannis Baratheon was that fabled hero, but that looks more unlikely than ever now.

There is plenty to indicate that Jon is the one she is waiting for (including various visions of snow - subtle!), and it looks like Melisandre is slowly coming to see that, not to mention the leader of the White Walkers - The Night's King.

There is also a prophecy about Daenerys needing two more companions to ride her other dragons (aka The Dragon Has Three Heads). Now, unless you're a Targaryen, you don't really have much hope of avoiding abruptly ending your life as a barbequed snack.

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Conveniently, we are pretty certain that Jon is a Targaryen too (the son of Lyanna Stark and Rhaegar Targaryen - see The Internet for pages and pages more on that). For originality's sake, we would still prefer Dany to be the prophesied hero Azor Ahai, and it could even be that they both end up as heads of the promised saviour.

So, according to our estimates, Jon has some pretty important roles still to fill, which would be made a whole lot more challenging for him if he really is dead and gone.

3. He's clearly a GRRM favourite

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George R R Martin plays favourites with his characters - there's no denying - and we already noted that Robb Stark found out to his severe detriment that he didn't make the list.

For favourites, see: Daenerys, Tyrion, Arya and Jon. The bastard Stark son has remained central to the story throughout, and we just can't see Martin shuffling him off before the big finale.

4. How could he survive?

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That's all very well and good, you might say, but Jon was leaking from an awful lot of holes and looked pretty dead when last we saw him. We wouldn't leave you without offering a few get-outs for GRRM and the showrunners.

Firstly, he might just not be dead. Martin has offered some fake outs like this before, although given the grisly on-screen depiction this is starting to look a lot less likely.

The Stark kids have also shown a talent for 'warging' – jumping into the bodies of animals and humans, such as their direwolves. One theory is that Jon will jump into another body and survive. We're not sure how much we can credit this, as we can't see the show swapping out Kit Harington's pout for a wolf's muzzle or the pout of another actor. Still, it might explain his promised absence in season six.

Our favourite prediction is that, though technically dead, it won't stick. Characters in Game of Thrones have a habit of coming back, especially when Melisandre and her fellow Lord of Light priest Thoros of Myr are about. Beric Dondarrion came back numerous times, and - in the books - a familiar character known as Lady Stoneheart.

If Jon is connected to the Azor Ahai prophecy, it stands to reason that the Lord of Light might have more plans for him, stab wounds be damned.

Of course, this is all speculation until Game of Thrones season six or the next novel The Winds of Winter arrive. You can join us in waiting impatiently.

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Hugh Armitage is Movies Editor at Digital Spy.