In the show: As set up in the previous episode - Unbowed, Unbent, Unbroken - Jon Snow leaves Castle Black with Tormund Giantsbane in order to round up the rest of the wildlings, who have gathered at Hardholme. This is much to the chagrin of his brothers, who are very much against the idea of more wildlings coming to The Wall. In the books: Jon stays at The Wall and sends the wildling Val, who is the sister of Mance Rayders wife Dalla, to treat with Tormund Giantsbane, the leader of the remaining free-folk. Her journey is a successful one, although the members of the Nights Watch are still none too happy with the arrival of the wildlings. Why the change? Presumably to keep the storyline from stalling, as Jon wouldnt really have as much to do if he stayed put, and itll also help visualise the growing tensions between the Lord Commander and his sworn brothers, which will come into play more further down the line. Also, the show hasnt introduced Val, and doesnt appear likely to.