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Thorne using the nickname he gives Jon: Lord Snow. This is quite divisive, mocking his bastardy but also setting him apart from the common-born men who are his fellow recruits.
Thorne is played by the fantastic actor, Owen Teale. I listened to him be interviewed at a round-table (well, more like a small van…) with some journalists, and one of the things I remember most when he was discussing his character was his response when one of the reporters asked him how he tried to justify his character’s cruelty: “I don’t.” His place wasn’t to justify or judge the character, he said, but simply to present him, warts and all. He had interpreted what motivated the character to be as he was, and that was enough.