User blog comment:Etindel/Who else is disappointed with the Season 3 final scene?/@comment-1788837-20130615230630/@comment-10385544-20130617143146

Bran couldn't "just go already" because he didn't know how to get past The Wall. He needed Sam's help and guidance in order to do it. The ghost story that Bran told was changed from the tale in the books. The passage that Sam took is actually a maze of tunnels and there exists someone who has been eternally lost down there, eating people who get lost.

Recall how Sam had bragged to Gilly about know the passage. Sam had read about both the location of the entrance and how to navigate the maze once you enter it. The scene in the show made it look as if they just simply walked through a straight, wide open tunnel. If it were that easy, then wildlings would have been using that tunnel to get past The Wall, instead of risking their lives climbing it. Bran needed Sam to guide him through the maze of tunnells.