There has been a lot of hype regarding this topic and I wish to get my facts clear about.  Though Jon suspected that Ygritte lied to him about not finding the Horn of Joramun, it could have easily meant that the horn they found (which Tormund also claims wasn't the Horn of Winter) was just an old, huge horn with runes engraved in old gold. It also means that Mance lied.  I'm more inclined to believe this as Ygritte's bitterness at not finding the Horn seemed very real to be faked. She