That's so awesome guys right? Isn't this so much more shocking and interesting then this character we've been sitting waiting for fucking ever to actually fight, fight? Nope this is much better.
There are many deaths in the books that are utterly without hope or meaning, they just happen because of ignorance or stupid malice. People looking only at their little corner of the world instead of the giant god damn problem they're trying to so hard to ignore.
Might be the overarching point of the series, in fact. Jon's death is more or less the ultimate example of that.
That said, he is almost certainly not dead (permanently). When Thoros talks to Mel about resurrecting Beric (show only!) he specifically mentions that all hope was lost for him when he kissed him, that he had no idea what would happen. This mirrors Mel's place now, she has completely lost her way, and conveniently parked herself right near Jon's recently deceased corpse.
Justin bieber sells lotsa records bro.
It is quite obvious when you read, as I do, forums dedicated to both show-only people and book-show people. Show people are constantly amazed, and wondering what comes next, book people are pretty consistently pissed, especially when it comes to Stannis. Why? People have their pet favorites and don't like when anything changes, and can never view these changes objectively for the show's canon. Unless it blows the damn doors off (Hardhome), everything is "bad writing" or "poor logic", when what they really mean is "It isn't like this in the books/my headcanon!"
These threads prove it pretty much every time. It's just bitterness.