My answer to Would Daenerys, Jorah, Tyrion and Grey Worm believe Jon Snow when he tells them whats coming to Wester…
Answer by Ava Monroe:
Tyrion would believe Jon in a heartbeat. Both books and show do suggest a certain rapport exists between Tyrion and Jon, and Tyrion is a good read of character. Besides, he knows Jon is a moral compass intact Ned-type, not one to run around telling lies on any level. Tyrion is also an avid reader an has more then likely come across tales of White Walkers already. He did also spend some time with Lord Commander Mormont during his visit to Castle Black and certainly appeared to believe the Old Bear’s worries about the White Walkers.
Jorah is of the North and I expect he definitely has heard all tales about the White Walkers throughout his life prior to his exile, and therefore I do not see any reason why he would question such news. Jorah does consistently show a fair amount of worldly knowledge and knows of the Dothraki legends regarding ghost grass and cold death sweeping across the land. Jorah will believe Jon.
Daenerys will believe once she sees Tyrion and Jorah do.
Grey Worm was originally from the Summer Isles – no shortage of strange and scary ways to die over there so hearing of an Army of Undead might not be such a far out idea to him. However he was taken at a very young age so he may not necessarily remember all the strange and wild things on the Summer Isles. Regardless, even if he was not open to believing Jon initially, Grey Worm is programmed to take orders so he would act as a believer soon enough.