In fact, the show's star said moving forward after paying a character like Jon Snow for almost a decade was an experience that he wanted, but something that was easier said than done.
It's been a wild and crazy ride for the young actor, one that has come with anxiety, international fame and an on-screen family to whom he said he'll always be close.
"I took off the costume, and it felt like my skin was being peeled away," Harington told the magazine about his final day on set. "I was very emotional. It felt like someone was shedding me of something,"
And for good reason, his hair, his look, his persona for the past eight years has been Jon Snow. And he said that season 8 is going to be bigger than ever.
But there's always been an internal battle for Harington, much like Snow in the show, playing the unlikely hero and star -- one that at times doesn't want to be a hero and often is his worst critic.
"I now look back and I go, well, I was a f----- integral part of that whole thing," Harington admits. "Jon was, and I am, and I’m proud of it. It took me a long time to not think, I’m the worst thing in this."
Before he was able to feel this way, he admitted that anxiety was a big part of the growing process. Especially as Jon Snow became a household name.
"My darkest period was when the show seemed to become so much about Jon, when he died and came back. I really didn’t like the focus of the whole show coming onto Jon," he said. "When you become the cliffhanger of a TV show, and a TV show probably at the height of its power, the focus on you is f----- terrifying."
People shouting at him on the streets -- everyone, even the president wanting to know if Jon was really dead -- got to Harington, understandably so.
"I felt very vulnerable," he said. "I had a shaky time in my life around there ... That was a time when I started therapy, and started talking to people. I had felt very unsafe, and I wasn’t talking to anyone. I had to feel very grateful for what I have, but I felt incredibly concerned about whether I could even f----- act."
Harington added that he's just a "bloke," not someone who takes attention all that well.
But as all of this immense pressure from "Thrones" comes to a close, Harington said much like his other co-stars, it was still emotional nonetheless.
"I was satisfied with how his story ended," he said of Jon and "Thrones."
"Game of Thrones" returns for its final season April 14 on HBO.