After his father's execution, Jon decides that he needs to be fighting with the Starks. (Even if Jeor Mormont gave Jon the Mormont family sword, Jon Snow is still a Stark.) So he runs away (gallops away on horseback, actually) at night, even though Sam tries to stop him.
But Jon is brought back to Castle Black by his other friends: Grenn, Halder, Pyp, Matthar, and Todder.
The next morning, Lord Commander Jeor Mormont and Jon Snow talk about what happened last night:
"Honor set you on the kingsroad... and honor brought you back."
"My friends brought me back," Jon said.
"Did I say it was your honor?" (94-96).
Mormont needs Jon to promise not to run: they are mounting a giant expedition beyond the Wall to find out why everything is going wrong. So Jon promises.