Dude, Mance Rayder isn't supposed to be dead.  To be fair, the show could still pull one over on us and go through with the same storyline as in the books, but it really looks like they legit burned the real Mance.  In the books, it's not Mance who actually burns, but a man Melisandre glamours to look like him.  If the show follows this plotline, I don't know how they're going to explain the speech "Mance" gave before he died.  There was absolutely no time there for the ol' switcheroo.