My thoughts are this (and this is not just you by any means). Loads of folks have already decided that Jon is dead. I hear all kinds of rationales for this, the show being one of them, though Martin has confirmed that a character dying in the show doesn't really mean anything in terms of the books. Sure, maybe Jon's dead. But the evidence of him dying cannot be found in him dying in the dhow.

The second rationale I hear a lot is that people say "but, what sense does the Varamyr prologue chapter make if Jon doesn't dies? Then it's not the same and it's a wasted chapter!" IIRC we know of other Starks, notably Arya (whose death has been foreshadowed at least four times) who may warg into their creatures and run into the same problems that Varamyr did. Just because he was a wildling doesn't mean his story was about the closest warg.

This is all a long way of saying: Jon isn't confirmed dead. He was stabbed four times. Three of which (graze of the neck, between the shoulder blades, in the belly) aren't necessarily fatal. The fourth is a mystery since he didn't feel it. I guess my problem is that so many have automatically assumed he's already did. But Martin keeps telling us not to assume but yet it keeps happening. My working theory is that he isn't dead, the Varamyr theory was about Arya, but that his experience in the coma will cause him to lose some memories. Jeyne Poole aka fArya is on her way to the wall and he won't realize she's not really Arya. I also think real Arya will hitch a ride back with Justin Massey and then he's got a real mess on his hands with twice the Aryas and half the memories.