White Rat

White Rat is a minor character in the fifth season, only appearing in "The Wars to Come". He is a young member of the Unsullied.

Background
White Rat is a member of the Unsullied, slave soldiers trained by the Good Masters of Astapor. Like all Unsullied, his birth name was cast aside and he was given a new, dehumanizing name as part of the Good Masters' training to shed all sense of self-worth and individuality from their chattel.

Along with thousands of his 'brothers', White Rat was purchased and liberated by Daenerys Targaryen and chose to fight for her as a free man. Like many Unsullied he chose to keep his slave name after his liberation.

Season 5
White Rat, like many Unsullied, regularly visits a brothel and pays a prostitute to lay with him, holding and caressing him, and humming a song in the meantime. During one of his visits, however, he's murdered by one of the Sons of the Harpy, who acted in league with the prostitute. After learning of his death, Queen Daenerys orders him to be given a funeral at the Temple of the Graces with all honors.

In the books
In the A Song of Ice and Fire novels, an Unsullied by the name of Stalwart Shield takes the role of White Rat. Whereas Grey Worm and others chose to keep his demeaning Unsullied name to defiantly reappropriate it from the Good Masters, some of the other Unsullied, however - those who were born into slavery and don't remember their original names - do take up the suggestion to make new dignified names for themselves, such as "Stalwart Shield".

The TV series may have thought this would take too long to explain, so they renamed the character "White Rat" to keep with the previously established thematic naming of the Unsullied ("Grey Worm", "Red Flea", etc.)