Kit Harington discussed Jon's journey in a new interview with The Daily Beast, and shared a sad and rather frightening tease about Jon's Season 5 future:
Where he is this season is he's acutely aware of imminent danger - which is all around him. He's not wrapped up too much in trying to get over Ygritte, but at the same time he's in a place of severe loneliness. As he climbs the rungs of becoming a commander and leading other men, he starts to realize how isolated it makes him, and there's a point at the end of the season where we see that very clearly. It's the lowest place he's ever been, and that's going to push him to do quite extreme things in the future."
All together now: "Awwww." What extreme action will he take and what will be his lowest point? Book readers may think they have an idea, but we've seen so far this season that when it comes to predicting how The Powers That Be will change the storylines, well, we know nothing.