Getting a Wight is easy
All you have to do is go to the Wall. You don't have a go out beyond the Wall.
Take a corpse there or kill someone there. Eventually the corpse will come back to life.
That dragon died for nothing
Doesn't work that way. Either the NK can raise you if he's in the vicinity or you have to be killed or injured by a WW ice spear. All bodies burned when they travel north of the wall is in case the Walkers find it. At the wall, people are burned as tradition.
And you're going to get shit for a spoilers thread without proper labeling, fair warning. I know what happens in the next episode so I don't care personally.