Tyrion made the journey North with Jon and Benjen because he wanted to stand on top of The Wall and take e a p**s off of it before he died. He and Jon make for unlikely companions, but the two do have in common the fact they are both outcasts, and form a bond. That could be very important further down the line - as in all the way down it - if things play out the way many fans theorise they will. It is commonly suspected that Jon will be a half-Targaryen, and one of the three heads that the dragon is supposed to have, but it is also believed Tyrion could also be half-Targ, and thus he and Jon would along with Daenerys form the three heads. Obviously neither of them knew at this point that their futures could be so intertwined, but the fact they got on so well now stands as a possible bit of foreshadowing for whats to come.