The Sea Kings are a band of outlaws, presumably pirates.
The Sea Kings once laid siege to White Harbor, but it was lifted by the forces under the command of Ser Arthur Dayne, a member of the Kingsguard of Aerys II Targaryen. During the siege, Rickard Stark was saved from drowning by Dayne.
In the books
In the A Song of Ice and Fire novels, there is no mention of this group.