I thought it was interesting that out of his sense of honor/respect/authority he showed dude no mercy in an earlier episode and had him beheaded, just like Ned Stark in the very first ep. So right there that could have been taken as foreshadowing. And for a while now they were building up the fact that he was running out of friends at the Wall, that being a good guy and trying to do the right thing was only making him one enemy after another (also like Ned).

BUT

Yeah there was so much back story missing with his character. He was probably one of the two purely "good" central characters left on the show, and among the small handful that majority of the audience was still rooting for. Plus there's all the junk with Warging or whatever, and the God of Light and Melisandre...if they don't bring him back, it seems like a waste of perfectly good setup. It would be a great way to revive the character everybody likes in a way that wouldn't feel like jumping the shark.

I don't know, they can do whatever and keep watching, but with him gone I kind of don't really care who else dies on the show now. I mean I guess I still like Brienne but somehow I doubt that she'll end up on the Iron Throne lol.

I feel like the whole point of the show was to get to a point where audiences find it incredibly intriguing even though they hate or are indifferent to all of the characters.