-ned
-khal drogo
-renly
-robb
-catelyn
-oberyn
-ygritte
-stannis
-and now his watch is ended
Those were all major characters, but this case is entirely different. Killing Jon wouldn't just be a shocking plot twist, it would be a stupid decision solely made for the purpose of shocking viewers. All previous deaths in the books have more or less made sense, both in the series' storyline and from a how-this-story-needs-to-progress view. Any character can die at any time, sure, but to tell a good story that's not entirely true. Some characters, whether GRRM & more importantly D&D are willing to admit, have plot armor. It happens in every book.
The chapter/episode literally ends with "...". It's a "to be continued" thing, certainly not a very relevant, plot justified thematic death like the other deaths of big characters have been (even Stannis' dead, as much as D&D raped his character, kind of made sense). There are just way too many things that are left unresolved.
The biggest one being (obviously) Jon's parentage. There's been some major hints & readers-trolling surrounding R+L=J in season 5. It's seen as one of the biggest mysteries in the show and books. Also, a few things in the books are left unresolved too; it doesn't make any sense that they were included if Jon dies now:
- The fact that Mel's flames actually whisper "Jon Snow"
- The fact that Mormont's Raven also says his full name for the first time
- His very relevant dream of fighting wights while armored in ice and wielding a flaming sword
- His dreams about the crypts
A lot of people are in love with the idea that GRRM is "breaking all the rules" and is killing people randomly because real life is random, but there is a method to his madness.
When Ned and Robb died they each had a very clear tragedy that completed ther arcs. It was honor and it was love and we saw how those characteristics that made us follow them ultimately created their doom. You don't exactly wonder how much Ned would change after GOT or how much Robb would change after ASOS. Their arcs were completed when GRRM finished with them and thus their stories added depth to the themes in the series. Jon, however, still has issues about leadership and identity left to resolve in his arc. We still haven't seen him grapple with who he is and, potentially, how important he is. When you build a character for so long and tease his importance and the potential conflicts he will face ahead, only to shockingly kill him, what are you saying about the character? That you can be important and have a destiny and then die randomly? I think Jon is more important than that.
There's a lot of theories about the Stark children, Daenerys, Tyrion & a few others living until the end of the series. He might get killed later on in the series, but certainly not now, it wouldn't make any sense except for shock value.
Jons death
might happen in the show, though. D&D have notably, especially in season 5, been doing things purely for shock value.
THE BOOKS= Anything can happen.
THE SHOW = Only bad things will happen
It would be super fucking stupid, but sure, it could happen. It could happen in the books, too. I'm just saying it wouldn't make any sense and would really harm the series more than anything.
(edit-- I think it would actually be even worse if Jon died in the show, because the reasoning behind his death is absolutely fucking terrible in the show. It felt cheapened compared to the books.
The thing about it in the books is that even though we were all outraged and saddened, we understood
why Bowen Marsh and co. did what they did. Despite his good intentions, Jon was going to break his vows and endanger his sworn brothers by involving them in a conflict that had nothing to do with them. This goes completely against the purpose of the NW and everything they stood for. If Jon had agreed to go to Stannis' aid like Davos asked, his show assassination would have made more sense.
Instead of this complex situation, we got the flawless hero being killed by the brooding, resentful underling and his band of generic bad guys. Even the way that they did it with a sign literally saying "TRAITOR" and everyone taking their turns just felt so contrived. Having them say "for the watch" was pretty much meaningless because it
wasn't for the watch, it was for themselves. In the books, Bowen Marsh was actually crying when he stabbed Jon. Bowen felt he was doing the right thing, the
honorable thing. His duty.)
(EDIT2: Also, honestly, they couldn't have made Jon's resurection any more obvious in the show.
When Thoros of Myr was at the lowest point of his faith, that is when he knelt at the side of his fallen friend, with no expectation that the Lord of Light would do anything, and ended up reviving him. When Melisandre entered Castle Black, she was dejected that the Lord of Light had not done right on his promise, and is at the lowest point of her faith. And what does she find there? Jon Snow just having been stabbed, bleeding to death. What does she have to lose by trying? If this is what happens it would probably explain why D&D killed off stannis & why it felt so rushed)