Jon is miserable up on the Wall. Freezing weather can do that to you. Jon is training to be one of the Night's Watch; he's being trained with the other new recruits (Grenn, Jeren, Todder) by the cruel (and not very effective) teacher, Ser Alliser Thorne.
Jon is sad because his uncle Ben has gone missing during a patrol north of the Wall. Also, Jon has no friends, which he thinks is because he's better than the other boys. But the Night's Watch blacksmith, Donal Noye, tells Jon that it's because he's a bully: the other boys aren't as good at fighting because they weren't trained like Jon was.
Then, Jon is summoned to see the Lord Commander, Jeor Mormont, who gives him a note: Bran has woken up. After he gets this good news (and after Donal Noye points out what a jerk he had been), Jon starts being nicer to the other Night's Watch boys.
Except for Alliser Thorne, the boys seem to like Jon a bit more.