MalikX
Superstar
nah He's basically come full circle. Remember how he thought Melissandre was full of shyt and Stannis was out of his mind for listening to her? Now he was the one who wanted to believe in "god" while Melissandre herself lost faith. With Stannis dead, who is he going to follow and give advice to? He came back to Castle black for that very reason only to find Jon dead.
Davos is to Jon what Tyrion is to Dany
He's going to be Jon's adviser. The way I look at it is he lost faith in what Stannis was doing and saw Jon was the real deal.