Its not about being afraid, its about following an outline, having a destination for your story.... this is a book we're watching....
If you watch all the clues of the show.... its always pointed to jon snow being the central character.... from his appearance (christ), to him being the outcast and getting the runt of the litter albino wolf with red eyes(raven), to him reaching the summit at the end of little fingers speech about "chaos is a ladder", to snow in the throne room when danny had her vision (some say its ashes), to Mel seeing him though the flames after he put an arrow in mance's heart, to the look the white walker gave him at hardhome. At some point you have to recognize the natural progression of "A Hero's Journey".... almost every adventure movie is based on this philosophy.... It was pretty obvious he was coming back, Sam said so himself... "he always comes back..". His DireWolf is name is "Ghost" for crying out loud..lol....
BTW, has anyone mentioned the "Brothers with Banners"... that guy has come back 7 times (I think thats what they said).... we saw him get struck down by the hound and come back... these clues are placed in the show for a reason....