My impression: Jon seemed to be divided today, he wants to put his attraction for Dany aside but is not being very successful. You can see it in the farewell scene, where he tries to be cool as a cucumber, but cannot avoid to throw a childish “you might not need to be concerned about the King in the North anymore” (so cute!), fishing for an emotional response from Dany. When he gets her response, he is scared and runs. He was also visibly jealous when Jorah offered himself to bring the white walker, so disturbed that he didn’t catch Dany’s meaning behind her words about not allowing Jon to leave. So far these two look like a pair of teenagers that like each other but are super-clumsy getting the message through.
Not complaining about the setup though, since it definitely helped to awake Dany’s feelings for Jon. I also suspect the payoff will be bigger later, when Jon cannot hold his feelings anymore and gives in. Sooo excited! can’t wait to see them lighting up the fire.