White Walkers

The Others are a mythological race mentioned in ancient legends and stories from the time of the First Men and the Children of the Forest. They are believed to have either never existed, or if they ever did, are long extinct.

In the books
In the Song of Ice and Fire novels, the Others are held to be myths only. According to legend, the Others were creatures of ice and cold who, more then eight thousand years ago, came from the uttermost north during a winter that lasted a generation and a night that covered the world, the Long Night. The Others were defeated in the War for the Dawn by a great hero wielding a sword of flame. After the Others' defeat, Bran the Builder constructed the Wall with magic and artifice to ensure they could never return to threaten the people of Westeros and the world beyond. The War for the Dawn apparently unified the peoples of the North under the rule of the Starks and saw Winterfell built shortly thereafter.

The Night's Watch was founded to guard against the return of the Others, but this task is generally forgotten today. The Watch is instead believed to be guarding against the human wildlings who hold the lands beyond and occasionally try to raid across the Wall into the richer lands to the south.