1-This is why I love the things Ramsay says. "If you think this has a happy ending, you haven't been paying attention."
2-This is the price you pay for attachment. In this world, it's despair. >:3
3-He's not dead. Well, he is, but he won't be dead for long. All the same, he won't really be truly among the living either. Jon's origins is one of the series' biggest mysteries, and if the hints are anything to go by, he's exactly what Melisandre is looking for. It's no coincidence that Stannis bit it, and she ran off back to Castle Black on pretty much the same day Jon's men decided to shank him. Which brings me to my next point - Red Priests and Pristesses are capable under certain circumstances of resurrecting the dead. It's what happened to Catelyn in the books, and it's what happened to Barric Dondarrion with the help of Thoros of Myr. And Thoros resurrected Barric a whopping seven times back to life. Compared to Melisandre though, Thoros is practically a novice. So...Jon is pretty much all but guaranteed to be resurrected by her hand.
It's just....he might not be the same Jon Snow we all know. Thoughout his seven deaths and seven resurrections, Barric is essentially a shell of his former self. Even worse, Catelyn came back even more wrong, as practically nothing but a vengeful revenant. So needless to say, Jon's destiny took quite a turn - he's probably remotely not headed for the Iron Throne this way, but he could certainly open possibilities for someone else, wink wink.
If nothing else, his quasi-undead status might give him an edge over Night's King. And let's not forget that "Come at me bro!" he gave Jon - that is a major showdown in the making right there.