Skroth is the language spoken by the White Walkers. It sounds like the cracking of ice.
Behind the Scenes
The credits for episodes of Season 1 of the TV series include the statement: "Dothraki, Ashai'i, and Skroth languages created by the Language Creation Society and David J. Peterson."
Peterson developed a spoken language for the White Walkers to use in Season 1 (probably in the unaired pilot episode), but ultimately, it was not used on-screen, and was dropped entirely from Season 2. Instead, actual ice-cracking sound effects were used when the White Walkers are conversing.[1][2]
In an interview with Entertainment Weekly during Season 2, Executive Producers David Benioff and D.B. Weiss stated that "Skroth" is indeed the official name of the language used by the White Walkers. According to the interview, the inhuman (and unpronounceable) sounds of Skroth, "ice-cracking chatter", were created by Sound Designer Peter Brown.[3]
In an interview with Huffington Post in February 2019, Peterson briefly discussed how Skroth was created and then cut from the pilot - and actually for the first time shared a clip of what it sounded like (though again, it is no longer the canon version of what the White Walkers' language looks like).
In the books
The A Song of Ice and Fire novels clearly stipulate that the "Others" ("White Walkers" in the TV series) speak a language that sounds "like the cracking of ice on a winter lake," but the name of the language is not given.