Jon Snow has been on quite a journey during eight season of Game of Thrones, and yet in the finale he ended up back where he started in Season 1 — in the North. It's not entirely clear where Jon is going in the Game of Thrones finale, but it seems like the North that Jon finds will be a little different than the North he became familiar with during his time above the Wall.
Jon Snow's story on Game of Thrones ends with him being sentenced to the Night's Watch, which is a pretty reasonable fate to face when having killed the Queen of Westeros. Sure, she was a queen that intended to rule the entire realm with fire and blood and slaughtered an entire city full of innocent people simply to prove a point, but killing any sort of Queen is still a huge no-no.
His arrival at The Wall was a much different occasion than his first time at The Wall, however, and it appears that his journey's above The Wall will go much differently than the last few times he popped up there. While the first time he arrived to serve the Night's Watch was met with indifference and cruelty, his arrival in the season finale served as a reunion between himself and two of his closest allies — Tormund Giantsbane and his direwolf Ghost. It's implied that his time serving the Night's Watch will be different this time as well, as instead of defending against a threat that no longer exists, Jon may be spending his time exploring the North more thoroughly than men of the Night's Watch have been able to in the past.
Now that the Night King has been killed and the threat of White Walkers and wights has been brought to an end, there's a very good possibility that Jon's journey north could lead to the creation of new kingdoms in Westeros or the integration of the Wildlings into the kingdoms that are ruled from King's Landing. Materials more readily available in the North could be safely transported south, trade routes could lead to the construction of proper towns and cities above The Wall, and Jon Snow could become the leader of an entirely new collection of people.
Then again, part of what is so appealing about the lands above the wall is that for the first time in years, Jon Snow will be free of responsibility and expectation. He's never taken too well to power, and even seemed to resent being brought back from the dead under the pretense of having a greater purpose. Free from having other people telling him what to do and how to act, Jon's walk north represents a future where Jon is not bound by any prophecies or lineage, nor is he defined by being Ned Stark's bastard or the son of Rhaegar Targaryen. For the first time in eight seasons of Game of Thrones, Jon Snow is simply Jon Snow — nothing more, and nothing less, and that seems to be exactly what he wants.