During an interview on UK TV show This Morning, she revealed: "It was kept from me. Kit told me in the fifth season that he was going, that was it, and so I wrote him a really long heartfelt letter about how much I was going to miss him, how much I loved working with him. And then he came back the next season and was like, 'Your letter is so funny I've still got it.' He does it just to take the mickey out of me now. He shows it to people. I was really gullible. Everyone dies (in the show) so I was just like, 'Another one bites the dust.' "
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Sophie - who can currently be seen on the big screen as Jean Grey in X-Men: Apocalypse - is relieved that the secret of Jon Snow's survival is now out because she always gets nervous about spilling secrets from Game of Thrones.
She said: "Most of the time people keep it (who's leaving) a secret. There's a lot of secrets to keep but luckily the Jon Snow secret is out now."
Snow was thought to be dead after he was repeatedly stabbed in the courtyard of the castle in the Mutiny at Castle Black and left to bleed out in the frost, however, a day later he is brought back to life by Melisandre (Carice van Houten).
- Bang! Showbiz