Warning, here be spoilers.
Game of Thrones is based on the formula "The bad guys win". This, at least in the first seasons, kept messing with people's expectations of what's going to happen because the vast majority of the media is all about the good guys winning. However that formula has now been overused to the point where GoT became predictable because of it. We know anyone who's good is gonna get fucked, we only don't know how.
I'm gonna be honest, I'm pretty tired of caring for a character and then having them die. I imagine that, if the show was to have a downfall, this would be it. You can't just crush every attachment that everyone has for your characters and expect them to still like the show. At some point, everyone we care about will be dead and then who cares what happens at the end. If all the showrunners go for is shock value, then I'm really afraid for what this show will become.
And so we have "Valar Morghulis", all men must die. Problem is, you can't write a story like that. Someone can't die, otherwise the story has no meaning. If the end of the story is not relevant to major characters who died, then their story was completely pointless, an utter waste of space.
This entire season was a long series of events in which the fans said "Well, it couldn't possibly end that badly", only to watch it end exactly as badly as they thought it would. Seriously, at this point the series is just turning into emotional abuse for the sake of "subverting tropes" and "showing how the hero story would play out in the real world".
And now, to stop speaking so broadly, if Jon Snow is really, actually dead, and won't appear anymore in neither the books nor the show, then this is the worst piece of shit storytelling I have ever seen. What would be the point of his story then? Was his just a tragic story within the bigger story? What about his real mother, the one Ned promised he would tell him? Should we just forget that ever happened?
For the sake of my love for something I should, by all logic, hate, I will remain strong in my belief that Jon will return. Melisandre returned to Castle Black for a reason. She clearly realized that Stannis is not Azor Ahai, and she now has a big role to play.
The night is hype and full of tinfoil.