In the book, once Jon and Ygritte reach the top of the Wall, she reveals what was the secret power that the Wildlings were looking for in the Frostfangs: the legendary Horn of Winter, which was used many years ago by the King-Beyond-the-Wall Joruman to wake giants from the earth. Ygritte and Mance Rayder claim that blowing the horn will also destroy the Wall.
The trivia item below may give away important plot points.
In the novels, the Brotherhood Without Banners never encounters Melisandre, and Gendry is not sold to her and remains with the Brotherhood and is eventually knighted. Gendry's story line was combined with Edric Storm, another bastard son of Robert Baratheon, who is captured by Stannis and Melisandre.