Jon Snow faces his first major struggle to uphold his vows to the Night's Watch in this section, and that begins his first crisis of identity in the novel. Jon's life is at stake as he seeks to be accepted by the wildlings. If he can't convince them that he has truly renounced the Watch and that he isn't a spy, the wildlings will kill him without hesitation. Many of them are very suspicious of his motives, so he has little room for error. His best means of convincing them at this point is to begin a sexual relationship with Ygritte. The wildlings know that, as a brother of the Watch, he's vowed to forgo sex and any sort of romantic relationship with a woman. Also, if he begins a relationship with Ygritte, he would clearly have her trust, which would earn him the trust of other wildlings. To save his life, it's his best option. Jon feels immensely conflicted, however, as he remains reluctant to break his vows. In addition, he feels guilty as it is for killing his old commander, Qhorin Halfhand, albeit at Qhorin's command. Complicating matters further, Jon is genuinely attracted to Ygritte and wants to sleep with her, so doing so wouldn't be simply a tactical move, it would also be Jon giving into his lust. Therefore he can't justify the move to himself as just being a matter of survival. When Jon does finally give in and sleep with Ygritte, it represents to him a total betrayal of his vows to the Watch.
Much of this section also has to do with secret intelligence. Even in the chivalry-driven world of Westeros, secrecy and espionage are necessary to keep out of trouble and help characters win their personal wars. Sansa is not free to describe Joffrey’s abuses because the king is so dangerous, so she must wait for a private moment to warn Margaery. Jon behaves like any other spy, faking his motivations and assuming a false identity. Even though Jon uses his real name and background, he claims to resent the Starks and his treatment in their household, which is not precisely true. As Arya demonstrates, it is difficult, in such a dangerous time, to reveal a true identity. The men she encounters are not forthcoming about who they are, and Arya uses an alias. Information is unreliable and lies are easy to tell. Lies, the novel suggests, are necessary to survive in the world we see, where violence is rampant and few people can be trusted.
Each of these chapters but one ends with the focal character realizing what the next major challenge they must face will be. Davos has been imprisoned by Melisandre and doesn't know what his fate will be, Robb has angered the Freys and must find a way to regain their favor, Tyrion faces blackmail over Shae and must eliminate the man threatening him, and Sansa suspects she will have to marry a man she does not love or even know. The section sets up a series of conflicts to be resolved, thus moving each character's plot forward. Arya is the main exception. The novel does set up the next chapter of her storyline, but it seems at this stage that she will finally be saved as she recognizes Harwin, a former servant of the Stark family, among the soldiers who enter the inn.