Septon Cellador paled. "Seven save us." Wine dribbled down his chin in a red line. "Lord Commander, wights are monstrous, unnatural creatures. Abominations before the eyes of the gods. You … you cannot mean to try to talk with them?"
"Can they talk?" asked Jon Snow. "I think not, but I cannot claim to know. Monsters they may be, but they were men before they died. How much remains? The one I slew was intent on killing Lord Commander Mormont. Plainly it remembered who he was and where to find him." Maester Aemon would have grasped his purpose, Jon did not doubt; Sam Tarly would have been terrified, but he would have understood as well. "My lord father used to tell me that a man must know his enemies. We understand little of the wights and less about the Others. We need to learn."
Jon is the only character in the book that is at least attempting to ask the right questions and is actively trying to figure out what the others want. He is not suddenly going to die and fade away or be Wightified.
Then Bowen Marsh stood there before him, tears running down his cheeks. “For the Watch.” He punched Jon in the belly. When he pulled his hand away, the dagger stayed where he had buried it.
Jon fell to his knees. He found the dagger’s hilt and wrenched it free. In the cold night air the wound was smoking. “Ghost,” he whispered. Pain washed over him. Stick them with the pointy end. When the third dagger took him between the shoulder blades, he gave a grunt and fell face-first into the snow. He never felt the fourth knife. Only the cold …
To me this doesn't read like the end of someones story it sounds like a cliffhanger. If you were dead yo wouldn't be feeling the cold, you wouldn't be feeling anything.