Here are my arguments as to why Jon is inside Ghost, in no particular order. Boldfacing is mine.
1) Killing Jon now is bad storytelling, and major characters don't die off without serving a point. Ned's death started the entire War of the Five Kings. Robb and Catelyn's death ended the threat of the Northmen and turned her into Lady Stoneheart. Tywin's death propelled Tyrion overseas. There hasn't yet been a POV character off by "himself" (meaning no other POVs present) who just dies.
If Jon dies, not only is his story (parentage? Dany's vision of the flower in the wall of ice? the Others?) left incomplete, but there's no one to pick it up after him. The events of Ned's death carried into Arya and Sansa chapters, but who could continue Jon?
2) The prologue featured Varamyr Six-skins and warging into other bodies near the time of death. It stands to reason that Jon, as he becomes more capable of his abilities, is able to transfer his consciousness into Ghost.
3) Jon's first chapter begins with a wolf dream. This warrants a large quote:
"The wolf dreams had been growing stronger, and he found himself remembering them even when awake. Ghost knows that Grey Wind is dead. Robb had died at the Twins, betrayed by men he’d believed his friends, and his wolf had perished with him. Bran and Rickon had been murdered too, beheaded at the behest of Theon Greyjoy, who had once been their lord father’s ward … but if dreams did not lie, their direwolves had escaped. At Queenscrown, one had come out of the darkness to save Jon’s life.
Summer, it had to be. His fur was grey, and Shaggydog is black. He wondered if some part of his dead brothers lived on inside their wolves."
4) Jon's third chapter ends with an ominous quote: "Jon rose and climbed the steps to the narrow bed that had once been Donal Noye’s.
This is my lot, he realized as he undressed,
from now until the end of my days." Ironically true. His death frees him from his oath to the Watch, but he's not truly gone.
5) In yet another Jon chapter, when Melisandre is talking to Jon about Ghost, she exhibits a strange control over Ghost, and hints at power and joining:
“You think so?” She knelt and scratched Ghost behind his ear. “Your Wall is a queer place, but there is power here, if you will use it. Power in you, and in this beast. You resist it, and that is your mistake. Embrace it. Use it.”
I am not a wolf, he thought. “And how would I do that?”
“I can show you.” Melisandre draped one slender arm over Ghost, and the direwolf licked her face. “The Lord of Light in his wisdom made us male and female, two parts of a greater whole. In our joining there is power. Power to make life. Power to make light. Power to cast shadows.”
We shouldn't interpret this simply, where male plus female equals a force greater than the sum of its parts. She tells Jon of a power in him and a power in Ghost, and makes a hint of joining together to get power to make life. In other words, Jon + Ghost = new life.
This is supported by Melisandre asking about Ghost in Jon's final chapter, because she wants to be sure he's close enough for warging, because...
6) Melisandre saw this happen. Not only did she see the assassination coming ("You would do well to keep your wolf close beside you. Ice, I see, and daggers in the dark. Blood frozen red and hard, and naked steel. It was very cold.”) but she also saw how he escapes it:
"The flames crackled softly, and in their crackling she heard the whispered name Jon Snow. His long face floated before her, limned in tongues of red and orange, appearing and disappearing again, a shadow half-seen behind a fluttering curtain.
Now he was a man, now a wolf, now a man again. But the skulls were here as well, the skulls were all around him. Melisandre had seen his danger before, had tried to warn the boy of it. Enemies all around him, daggers in the dark. He would not listen."
I'm rushing this a little to get the reply in, but intend to flesh this out in more detail with additional supporting evidence. Zed's dead, baby, but Jon ain't.
Originally Posted by The Man
<div style="font: 16px Candara, Skia, Corbel, 'Trebuchet MS', Georgia, Geneva, Helvetica, Lucida, 'Lucida Grande', Arial, sans-serif; color: #38bcee; text-align: justify;">I'm honestly amazed you hadn't encountered the theory about Lyanna being Jon's mother before. It's actually more commonly held among fans than the cover story that Jon really is Ned's bastard. However, Rhaegar is usually theorised as his father, with the reasoning that if he were Rhaegar's son then Robert would probably want him dead; thus, hiding him as Ned's bastard would protect him from harm. It would also explain Ned's otherwise unexplained promise to Lyanna which he keeps dwelling upon. Lyanna and Rhaegar are generally accepted to have genuinely been in love, although this is not universally agreed upon either.
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King's Landing is well and truly smurfed without him. Which, of course, was exactly the purpose of killing him off. The Targaryen loyalists could not have pulled off a better masterstroke and the King's Landing chapters in the next book are going to be hugely interesting to read through. Mostly for the feeling of schadenfreude. I did not expect Pycelle to bite it though. It's pretty apparent that he was nowhere near as incompetent as he attempted to portray himself as being, but then again the Targs have Varys on their side so if anyone could have seen through the feeble old man disguise it's him.
Martin has a habit of pulling unamusing Stark deaths on me and I do not like it sir. I swear to god (the drowned one, ho ho ho) that if he does Arya in next... 
My first four books are all matching, this is horsetrout.
