Old Nan

Old Nan is a recurring character in the first season. She was played by Margaret John and debuts in "Lord Snow." Margaret John passed away on 2 February 2011, after the completion of filming for the first season. According to the writers the character passed away between the first and second season. Old Nan is an elderly servant at Winterfell, known for her storytelling.

Background
Old Nan is an elderly woman living in Winterfell. She is a retired servant of House Stark known for her tale-telling abilities. She has entertained the children of Eddard and Catelyn with stories throughout their childhoods. Her great grandson Hodor is a stable hand at the castle.

Season 1
Old Nan sits by Bran’s bedside to watch him after his mother leaves for King’s Landing. She suggests the story of Duncan the Tall and Bran replies that he hates her stories but prefers the scary ones. She tells him about the Long Night and the winter that lasted a generation, when the white walkers ventured south. Theon Greyjoy interrupts another story and says that he would go mad if he was left alone with Old Nan.

Behind the scenes
Actress Margaret John, who played Old Nan in Season 1, passed away only two months before Season 1 began to air, though all of her scenes had already been completed. The character does appear during the second book, however, in the show canon she's considered by the writers to have passed away between seasons.

In the books
In A Song of Ice and Fire novels, Old Nan is the oldest person living at Winterfell. She came to Winterfell to act as wetnurse for a Brandon Stark, which one is unsure, only that his mother had died birthing him. This Brandon Stark is believed to be either the brother of Lord Rickard Stark or a brother of his father. She's retired but tells stories and legends to the Stark children. She lost two sons in Robert's Rebellion and her grandson during the Greyjoy Rebellion, while her daughters moved away and died. Her only surviving family is her great-grandson, the gentle, slow-witted Hodor.

"Nan" might be short for "Nymeria". When Arya Stark is on the run after escaping from King's Landing, one of the aliases she uses is "Nymeria", but she says to call her "Nan" for short.

Following the Sack of Winterfell, Old Nan is brought to the Dreadfort. Her fate is unknown.