The scenes between Benjen and Jon jump out to me, in the show Jon resembles Benjen a lot, and Benjen tries to steer Jon away from the Night's Watch, telling him he doesn't yet know what he is giving up and looks longingly at him, ie having a family etc. Then as he heads for the wall Ned pulls Jon to oneside and when asked about his mother says he will tell him of it next time they meet and I think the looks towards Benjen.. maybe it is his father he is going to tell him about?
Then as Jon climbs the wall and looks out Benjen is there, as he wanted to be there the first time Jon saw the North, his homeland maybe? Then he tells him he is riding out and Jon want's to go with him and he tells him he isn't ready/pushes him away knowing Jon would be at risk in the Northlands and trying to protect him?
Just seems a lot more of an emotional tie between Jon and Benjen than I remember reading the books. It kinda got me thinking that Jon having a tie beyond the wall and his link to Bran might all play out later when the wall (may) come down
I'm not saying there is anything in it it just seems to me the way the show wants me to think or that they are setting the trail so you aren't surprised later on when it is revealed that Ned isn't Jon's father. Also if Jon finds out that Bran goes North he is bound to go after them.. could be interesting! Jon's story line seems to be firmly established in the North and that's where Benjen is and the major threat to the kingdoms, Jon and Bran will be the ones to fight the others then once that is resolved they can head South
Ned's sister is hardly mentioned in the series, maybe they are saving her story for later?