In Season 7 of Game of Thrones, episodes 5 and 6, we see:
Jon going north beyond the Wall, on a mission to secure a 'live' wight they can then bring back to Kings' Landing.
It's really not clear to me how this mission had any merit to begin with:
Even if they succeed, there's no reason for anyone in Kings' Landing to believe that there is more than one such specimen, or that White Walkers exist, or that the wall won't stop them.
Even if the south is convinced that the army of the dead poses a threat to them, It seems unlikely that Cersei will suddenly abdicate. It's not as if she has the common people's support now, so it's unclear what is to be gained.
Jon already knows that wights don't travel alone, does he really think it's likely he'll just pick one up and escape without some miraculous outside assistance?
All in all, the entire plot seems rather hare-brained at best:
What's the in-universe reason for all characters simply going along with it?