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I noticed that when Jon Snow left Winterfell with his uncle to head to the Wall, his direwolf was nowhere in sight. In fact, I don't recall seeing it since they found the pups by their dead mother.
In general, the direwolves seem to have less of a presence in the show than they did in books, even in scenes that seem relatively true to the original.
Is there an explanation for their absence? Is it just the difficulties in working with trained animal actors?
Ghost was more independent than his siblings, and didn't feel the need to always stick by his owner's side. He would often leave Jon for extended amounts of time to range or hunt alone, but would always come back when Jon called him.
The animals playing the role of the direwolves proved to be very hard to control on camera. So we only see little of them in the show due to that. This article mentions how hard it was to work with the pup playing Lady during one infamous scene.
Well Ghost makes an appearance at episode 4 albeit shortly. It is seen growling when Jon Snow threatens the others about not harming Samwell Tarly.
Regularly, in the novels, Ghost fends for himself within Jon Snow's vicinity, and will, generally, return to him if called (or usually at night).
It shows (I am guessing) that the direwolves are not pets, rather they are companions.
The direwolf also helps in defeating the wight who comes back to life in the citadel and attacks Mormont. There are a few glimpses of him after they cross the wall, and at one time I think Jon says that he comes and goes, so he follows his master but not closely. He has to go off and hunt anyway: they are not carrying food for him as far as I can see.
