Mance Rayder

Mance Rayder is an unseen character mentioned in the first and second seasons. He is confirmed to be cast in third season. He is the King-Beyond-the-Wall and a feared opponent of the Night's Watch.

Background
Mance Rayder is the King-beyond-the-Wall, a title given to a wildling chief or leader who has unified most of the wildlings under his authority. He has held this position for more than a decade, since Ser Alliser Thorne mentions he was King-beyond-the-Wall during the previous winter. Rayder was actually once a member of the Night's Watch himself, before deserting to join the Wildlings.

Season 1
Stiv suggests taking Bran Stark as a captive to Mance.

Season 2
Craster tells Lord Commander Jeor Mormont that Mance is assembling an army in the Frostfangs. Varys reports rumors of the wildlings organizing under Mance to the small council. Qhorin Halfhand predicts that the wildlings will be more dangerous under Mance because he used to be a man of the Night's Watch and knows their tactics.

When she is captured, Ygritte points out to Jon Snow that the Wildlings chose Mance Rayder to lead them, and he's not "King Beyond the Wall" because his father was. Ygritte also says that Mance Rayder chose to desert from the Night's Watch to join the Free Folk. Ygritte reverses the situation and takes Jon prisoner. She argues to the Lord of Bones that Mance will want to consider questioning Jon because of his Stark blood. The Lord of Bones has also captured Qhorin and they march back to Mance with both captives.

In the books
In the Song of Ice and Fire novels, Mance Rayder is a former brother of the Night's Watch. He was a wildling child given over to be raised by the Night's Watch. Chafing at the restrictions and orders that the Night's Watch places upon its members, he fled over the Wall and took refuge amongst the wildlings. Over several years he became a respected warleader and warrior, and eventually was made King-beyond-the-Wall by acclamation. At the start of the books his name and growing strength has been noted by Lord Eddard Stark, who ponders taking an army beyond the Wall to deal with him before he is summoned south to King's Landing instead.