Snow's notorious thick cloak incorporates details to reflect his life story, including references to his youth in Winterfell and his arduous journey beyond the wall. Combining layers of fur in a nod to his "father" with the more practical and lighter fabrics worn by the Wildlings, Jon's cloak emulates how deeply his life has been impacted by both Ned Stark and Mance Rayder.
The GOT Costume Department uses Jon's cloak to demonstrate strength and fragility. Citing the scene when meeting Dany for the first time, Clapton chose to remove his cape to demonstrate his vulnerability. And conversely, the ex-Crow donned the heavy cloak to flex his strength at the truce meeting with Cersei.