Its a possibility that no one is really considering, partly because they dont want to believe it, and partly because it just seems so implausible that such a major character - one of the three biggest on the show - would be killed off. But then that was thought about Ned Stark, and Robb Stark, and Catelyn Stark. If youre a big character, and youre at least part-Stark, then weve seen you can indeed be killed off. Kit Harrington himself has said he wont be coming back, as has Dan Weiss. That means theyre either straight-up lying to the audience, or he is actually dead. And at the end of the season finale, he looked pretty dead. It would be the biggest death on the show so far if he does truly stay dead, one that would leave a lot of fans angry, but also mean that it hits extremely hard and ensures that all bets are off in the final couple of seasons.