One major part of the Sunday's premiere is just a passing moment. Melisandre appears especially crestfallen when she sees Jon Snow's corpse. "I saw him in the flames, fighting at Winterfell," she says. The fact that she thought he might still be alive — and the fact that the benevolent Lord of Light "showed" her Jon Snow in battle — suggests that he might not be all the way dead.
If you turn to the books, there's particularly striking passage when Melisandre again sees Jon Snow in her fire:
The flames crackled softly, and in their crackling she heard the whispered name Jon Snow. His long face floated before her, lined in tongues of red and orange, appearing and disappearing again, a shadow half-seen behind a fluttering curtain. Now he was a man, now a wolf, now a man again. But the skulls were here as well, the skulls were all around him. Melisandre had seen his danger before, had tried to warn the boy of it.
Here there seems to be a clear reference to Jon's ability to warg, or transfer his consciousness into another human being. In this case, we're assuming Melisandre is seeing Jon's direwolf, Ghost. The skulls and the flickering could signify Jon's death, which at this point has more or less been confirmed. Could Melisandre use her powers to help Jon in the warging process?
