At the beginning of the conversation of Ser Alliser Thorne and
Ser Alliser called him The
Lord Commander of the Night's Watch
He then says that he made a choice, and if he do it all over again, he pray he make the right choice again. He then go on to explain that he fought and he lost and now he will rest but
Lord Snow, you
will be fighting forever.
Knowing the type of person he is, I assume he has no regrets of what he did and he will do it again. That explains the first line.
But, why he called him Lord
Snow instead of Lord Commander?
and what he meant by 'fighting forever'? Is it just a dying man's empty curse?