10. Melisandre At The Wall
The primary theory about Jon's return is that Melisandre will raise him from the dead. Remember, she’s a priestess of the Lord of Light, and it has been established that she isn’t all talk. She really does have mystical powers, as seen in Season 2 with the birth of the smoke baby.
It has also been established that followers of the Lord of Light have raised people from the dead before. Recall back in Season 3 when Arya ran into the Brotherhood Without Banners and Beric Dondarrion. Beric was hanging around with Thoros, another Lord of Light follower. When Beric was killed in a battle, Thoros said a prayer to the Lord of Light, and suddenly Beric rose again.
Not only that, but the finale made a very deliberate decision to have Melisandre return to the wall. Think about it: what’s the point of showing her coming to the wall and doing absolutely nothing if not to put her in place to resurrect Jon Snow? Melisandre came to the horrible realization that Jon, not Stannis, is the chosen one, and so she booked it to the wall to be there in time for his death.
The show makes clear that followers of the Lord of Light can raise people from the dead, and then a Lord of Light follower just happens to stroll in right before Jon dies.