I guess Jon Snow isn't dead in the books but I wasn't surprised by that at all. Kit Harrington seemed to be fed up of it all from the interviews given and I read one just yesterday in which he pretty much gave it away.
Overall though I was quite underwhelmed by the finale - it seemed they'd run out of money to actually film the battle scenes. Also with Jon Snow and Sam gone from the Wall that part of the story is no longer of interest, and we've now really got three people competing for the Throne who we're not completely invested in (we were in Daenerys, but I think many are bored of that now). The only thing going forward is the possibility of Sansa Stark getting retribution - and perhaps ultimately the "Game of Thrones" will be between Sansa and Ayra.
The first four series were brilliant but this one only really hit the mark in episodes 8 and 9 for me. The finale usually leaves you counting down the days till the next series, but this year it kind of left me thinking that perhaps the next series should be the last.