It was a jaw-dropping moment when Melisandre brought the man also known as Aegon Targaryen back to life. But author George RR Martin had already been very clear about Jon’s fate. From the very first chapter of the first book, in fact. And the final scene of the HBO adaptation (based, presumably on notes from the author) reinforced the dark ending for the lost heir to the Iron Throne.
Ghost is part of the riddle, since the direwolf’s name was a major teaser to Jon’s fate to die and be reborn.
However, George RR Martin hid an even more brutal truth in the name. Jon will remain a ghost even after he is returned to the land of the living. He always seems slightly disconnected from everything around him.
His final fate spells it out – he has been removed from the living lands south of The Wall. He will disappear in the frozen wastes, eventually forgotten by those in Westeros.
But it is The Wall itself which holds the key to Jon’s fate.
By travelling back up beyond the Wall, Jon is passing beyond the world of the living. He is passing beyond the human lands of Westeros, beyond his family and his home.
Jon will likely not return. His world is apart now from Westeros.
He could never have stayed at King’s Landing with Daenerys, even if he had wanted to. Even though he is actually the true heir to Rhaegar Targaryen.
He could never have ruled at Winterfell even though he is Lyanna Stark’s heir and so the oldest surviving eligible Stark male heir to the North as a separate kingdom, now that Bran is longer its king.
From the moment he named his direwolf Ghost, sealed by the moment he was resurrected by Melisandre at The Wall, Jon could never escape The Wall. Never escape the pull of the boundary between life and death.
Jon and The Wall are one, and his fate lies beyond it.
Perhaps he will only ever return when it is his time, finally, to die.