And it can't be that she's decided to give up and die. Can it?
Probably not. According to co-creator D.B. Weiss in the inside-the-episode extra posted above, this is all about Melisandre admitting the previously unthinkable to herself. "Her appearance is a lie, just as the Lord of Light's supposed promises and messages to her were lies," says Weiss. "At the end of episode 1, she's in a place where she needs to look her real self in the eye, and come to terms with where she stands now."
But where does Melisandre stand now? Technically, she's lying -- and not very far away from the lifeless body of Jon Snow, with Alliser Thorne and his band of mutineers banging down the door. But bigger Melisandre reveals would seem to await us: Will she rekindle her love for the Lord of Light? Will she re-embrace her magic and attempt to resurrect the slain Lord Commander, to fulfill the prophesy foretold in her flames? (Although, quoth Jaime earlier in the episode: "Fuck prophesy!") Isn't that what we've all been waiting for months to find out?