Warg

Wargs are people with the ability to enter the minds of animals and perceive the world through their senses and even control their actions.

The ability starts out as vivid dreams in which the warg sees and perceives the world through the senses of an animal. Over time and with training a warg can enter the mind of an animal at will, as demonstrated by Orell.

Warging is a separate ability from Greensight, the psychic ability to perceive future and past events in dreams.

Known Wargs

 * Orell, a wildling
 * Bran Stark, also blessed with the greensight

In the books
In the A Song of Ice and Fire books a "skinchanger" is a person with the ability to enter the mind of an animal and control its actions and perceive the world through their eyes. A "warg" is a skinchanger that does so with wolves. The TV series somewhat inaccuratey describes Orell as a "warg" even when he is controlling an eagle.

Skinchanging seems to be limited to people who are blood of the First Men, i.e. the Free Folk and the Northmen. This may have some connection with the fact that the First Men lived in Westeros for centuries alongside the magical Children of the Forest, and even adopted their religion of the Old Gods of the Forest, but the later Andals killed or drove away the last of the Children of the Forest during their invasion of the continent six thousand years ago.