The internet is awash with grief after last night’s Game of Thrones finale “Mother’s Mercy” seemingly killed off one of the series’ biggest characters, and no amount of confirmation from stars or showrunners can extinguish fan hope of a resurrection. That said, at least one aspect of the finale’s climactic death remains unexplained, and might well light the way North of the Wall in Season 6.

You’re warned of every Game of Thrones Season 5 spoiler from here on out, as well from some of the books, but according to anyone involved, Jon Snow is dead. Kit Harington says it, showrunner Dan Weiss says it, even John Bradley says it. Fans are already hard at work speculating avenues of Jon Snow’s survival and/or resurrection, whether by Warging into Ghost, enduring a bit of Melisandre’s magic, or perhaps even joining the Night’s King as a new Wight of sorts.

We won’t trouble you with further denial, or even theories on Jon Snow’s Season 6 return, but an important question of last night’s events remained unanswered by the end of the hour, and could well raise some further implications going into Season 6. Namely:

Why did Melisandre return to Castle Black in the first place?

Despite having sacrificed Shireen to the Lord of Light, and seemingly blessed with a melted frost, Melisandre quickly realized Stannis’ impending doom after a majority of his soldiers abandoned the camp in disgust. The so-called Red Priestess herself fled before even learning of Selyse’s suicide, or Stannis’ intent to press on with the assault, but why return to Castle Black, of all places, if she’d just abandoned her holy crusade, and supposed king?

The episode seemed to gloss over Melisandre’s return to the Night’s Watch, delivering news of Stannis and Shireen’s doom to Jon and Davos, before disappearing from the episode. It isn’t as if Melisandre had anything to retrieve from Castle Black, and she’d certainly run the risk of some kind of retribution on Davos’ part, even without any specifics of Shireen’s death.

The operant theory stands that Melisandre might have returned to Castle Black specifically for Jon Snow, perhaps having realized him as the true messiah over Stannis, though “Mother’s Mercy” never took the time to spell this out. That being said, it isn’t so much a question of whether Melisandre’s magic could resurrect Jon Snow, but rather why David Benioff and Dan Weiss would position her to return to Castle Black at all, if not for a larger purpose.

Losing Jon Snow also creates a narrative vacuum of any events beyond the wall, the character acting as our only link to the Night’s Army’s advance. Now that Sam has left Castle Black behind as well, that leaves only Melisandre (and potentially Davos) as our POV characters up north. It’s also worth noting that the book has Melisandre present at Castle Black during Jon’s stabbing as well (she’d never left the fort in the first place), while Davos sought support for Stannis elsewhere, and ended up tasked with retrieving Rickon Stark.

So, where does that leave us for Season 6? Whether or not you buy the insistence that Kit Harington’s time as Jon Snow has come to an end, Game of Thrones will need something to keep Melisandre and Davos in play, lest last night’s finale also have robbed us of Carice van Houten and Liam Cunningham. There’s also the missing Bran Stark, last seen way up north mastering his greenseeing abilities, which could well combine threads to provide a mission for both Melisandre and Davos. We don’t want to fall too far down the speculation well, but it’s certainly an option.

There’s plenty other to pore over from Game of Thrones‘ latest season finale, but should Jon Snow truly bite the big one, how might Melisandre and/or Davos keep in play for Game of Thrones Season 6? What reason might “Mother’s Mercy” might have had to bring Melisandre back to the wall, if not for Jon Snow?