- "We Free Folk have our stories, too. About how one of your King Crows found something... cold in the woods, with bright blue eyes. How he brought her home through your Wall and declared himself "Night's King.""
According to legend, the Night's King was originally a Lord Commander of the Night's Watch who found in the Haunted Forest a cold woman with bright blue eyes, seemingly a female White Walker. He took her to the other side of the Wall and declared himself the "Night's King". For thirteen years the two ruled over the brothers of the Night's Watch, performing human sacrifices. The Free Folk rallied under the banner of a King-Beyond-the-Wall and marched against the Nightfort, which the Night's King had taken as his seat, defeating him with the aid of House Stark.
In the books
In the A Song of Ice and Fire novels, the Night's King was a Lord Commander of the Night's Watch during its earliest years, not long after the Long Night ended and the Wall was completed. He is considered a legendary, half-mythical figure, not far removed from Bran the Builder. If he really did exist, it was almost eight thousand years ago - consider that while the Night's King was the thirteenth Lord Commander, at the time of the War of the Five Kings, Jeor Mormont is the 997th Lord Commander.
However, the Night's King fell in love with a woman "with skin as white as the moon and eyes like blue stars"; he loved her though "her skin was cold as ice", and when he gave his seed to her he gave her his soul as well. He brought her to the Nightfort and bound the brothers of the Night's Watch to his will through sorcery. He declared himself "Night's King" and ruled over the Wall and the Gift as his own. The King in the North and Joramun, the King-Beyond-the-Wall, joined forces to defeat him.
After he was killed, it was discovered that he had been making human sacrifices to the Others - the White Walkers - and all records of him were destroyed, and uttering his name was forbidden, so it became lost to history. Nevertheless, it is believed he may have been a Bolton, a Magnar of Skagos, an Umber, a Flint, a Norrey, or a Woodfoot, though Old Nan claims to know a version of the tale where he was actually a Stark, brother to the King-in-the-North, named Bran.
After the defeat of the Night's King, the rule was enforced that the castles of the Night's Watch along the Wall should never be fortified against approach from the south, so that they cannot oppose the lands south of the Wall which they are meant to defend. The downfall of the Night's King also resulted in the strict enforcement of the rule that the Night's Watch is meant to be politically neutral, as guardians who do not "rule" the Wall but who serve the realms of men.
When the leader of the White Walkers (first seen in "Oathkeeper") was dubbed the Night King by the producers, confusion set in amongst some fans as to the relationship between two characters. After "Hardhome" aired, Game of Thrones Wiki contacted George R.R. Martin asking whether to treat the White Walker referred to as the "Night King" relative to the ancient Lord Commander known as the "Night's King" - if they are the same character, or if "Night's King" is a title that can be held by different characters, like "King in the North." He was also asked if it was significant that Benioff and Weiss refer to him as the "Night King", without a possessive "S". Martin cryptically avoided the first question, but said he prefers the spelling "Night's King":
- "As for the Night's King (the form I prefer), in the books he is a legendary figure, akin to Lann the Clever and Brandon the Builder, and no more likely to have survived to the present day than they have."
"The Door" revealed that the Night King was "created" by the Children of the Forest during their war with the First Men (i.e., before the Night's Watch was founded). This would suggest they are indeed separate characters.