Who do you think falls in love first? Jon or Sansa ?
Personally I think it’s Jon - both in the books and the show, Jon has had a more positive experience with romantic relationships (with Ygritte, and even Val), so he would be more willing to open up, whereas Sansa has definitely has more reason to be cautious in that area.
They shared the same sleeping skins every night, and he went to sleep with her head against his chest and her red hair tickling his chin. The smell of her had become a part of him. Her crooked teeth, the feel of her breast when he cupped it in his hand, the taste of her mouth … they were his joy and his despair.