The thing that ticks me off the most is that they go out on a mission into permawinter without headwear.
Quite ironically, those who took it didn't end up so well. Even better how Jon manages not to die after he went into frozen waters, and then proceeded to ride back to the wall. Sure, you could get the "fire wight" explanation, but this is book-only it seems.
They should've never went for less than 10 episodes.