[That makes him snort out a soft chuckle, as his mind races to try to take in the idea of being King in the North years before the Northerners had had the same idea on their own.]

Cold, my lady, more than anything. Full of thieves and rapers and killers and some good men who had little choice but to go, and some good men who made the choice. When I first went there, they were fighting the wildlings; they'd forgotten that they were there to fight the White Walkers. Now they fight the White Walkers with the Wildlings.

[After a pause, he adds, gruff,]

I never received it. So many men died at the Red Wedding, they might have lost any will he left. Or the Lannisters might have destroyed it.

It doesn't matter. [No, in reality, it's very significant, only he hasn't yet taken it in as fully as he might.] Stannis Baratheon came up to Castle Black not long after Robb died. He might have had me killed if I hadn't bent the knee to him. The Watch is meant to take no part in the wars of the realm, to bow to no king in particular, but he tried to draw loyalty out of me nonetheless.

[How ironic that Stannis had offered to make him Jon Stark, Lord of Winterfell -- and would have taken it away just as easily if Robb had done it first.]