I Think Jon Is Wearing The Same Armor As The Dead Because Well... He Technically Died - Tumblr Posts

Burning shafts hissed upward, trailing tongues of fire. Scarecrow brothers tumbled down, black cloaks ablaze. “Snow,” an eagle cried, as foemen scuttled up the ice like spiders. Jon was armored in black ice, but his blade burned red in his fist. As the dead men reached the top of the Wall he sent them down to die again. 

— A Dance with Dragons, Jon XII

One of the best dream sequences in the books. Jon being armored in ice like the servants of the Great Other but in his hand he wields a fiery blade like the champion of R’hllor.

Ice and fire!!!