Back at the Wall, with the Night's Watch, new recruit Samwell Tarly is fat and cowardly, so naturally Jon and his friends Grenn and Pypar try to protect him from Alliser Thorne.
Nervous Sam and Jon get to talking about why they're on the Wall; in Sam's case, his dad hated having such a sensitive child, so he basically said "join the Night's Watch and let your younger brother take over here, or I'll kill you." Ah, the joys of family. (More on that in our discussion of the theme of "Family.")
Jon decides to protect Sam and make sure that the other boys are friendly to him. When one boy tries to resist, Jon threatens him with Ghost. Amazingly, a giant albino wolf turns out to be a useful negotiating tool; keep that in mind next time you need a favor from someone.