If Game of Thrones has one definitive, primary villain, it's undoubtedly the Night King.
As the de facto leader of the White Walkers, he possesses powers of necromancy to raise the dead and turn them into Wights, mindless zombies that fight for him and do his bidding. As seen in the Hardhome. In that devastating hour, he raised thousands of Wights from the Wildling victims of his own attack, as Jon Snow watched in horror.
A later episode, season 6's "The Door," used Bran Stark's greenseer ability to let him witness the birth of the first White Walker at the hands of the Children of the Forest. While it's never been officially confirmed by the show that this man — one of the "First Men," a.k.a. the first humans ever to migrate and invade Westeros — is the Night King, it's generally believed to be him. The evidence is in the casting: the actor who currently plays the Night King, Vladimir Furdik (he was previously portrayed by Richard Brake), also portrayed the First Man in this pivotal scene.
So who was this First Man who would become the ultimate villain? Was he a random invader plucked from obscurity by the Children of the Forest? Or was he someone more important?
Don't be too quick to assume that the novels of George R.R. Martin will hold the answers. It turns out, the Night King in the books has several marked differences to the villain from the TV show.
In the books, the character is known as the Night's King (with the added apostrophe-S), and his story is told only in legends ed down from one character to another. He's yet to be seen in a single scene in the books, so far. According to the novels, the Night's King was originally the 13th Lord Commander of the Night's Watch, which would put his lifetime not long after the Wall was built.
The Lord Commander broke his Night's Watch vows by falling in love with a very strange woman. Legends describe this unnamed beauty in a way that links her to the White Walkers, although she couldn't have been a Walker herself because she reciprocated the Lord Commander's love. She was said to have pale skin that was "cold as ice," and starry, blue eyes. It was the act of consummating their love that seemingly transformed him into the Night's King — though it's worth noting that the books never refer to the Night's King as a White Walker.
As Night's King and Queen, the couple set up shop at one of the Wall's fortresses, the Nightfort, and ruled there for years. The books never go into great detail, but apparently the King and Queen engaged in atrocities that were vile enough to make the two of them the stuff of dark legends in Westeros.
Among them: human sacrifices made to the White Walkers, similar to Craster's actions back in Season 2 of the show. The Night's King was eventually defeated by the King in the North, Brandon Stark (you read that right) and the King Beyond the Wall, a man named Joramun (who's attached to legends of his own). After his defeat, his real name was erased from all historical records.
The identical name of the northern king who defeated the Night's King and the young greenseer we know today has led to speculation that Bran Stark's abilities as the Three-Eyed Raven may eventually lead to him traveling back to lead the fight against the Night's King in the past. But there's also Brandon the Builder, another Stark, who was responsible for the construction of the Wall; many are fond of the notion that that Bran Stark could be this Brandon, instead.
Adding yet another twist to this story, in the books, Old Nan tells Bran a story about the Night's King, where she asserts that the Night's King was originally a Stark from Winterfell. She even hints that his name may have been Brandon. Chase that down the rabbit hole as you will.
Whether he was killed or merely driven away beyond the Wall is never stated in the books, but it almost doesn't matter. If he is to emerge into the same "ultimate villain" role in the novels that he has on the show, the old legends about him are bound to have inaccuracies.
So are the Night's King and the Night King the same character? The differences are too many to ignore.
Foremost among them are the inconsistencies in when they lived. The First Man on the show was altered by the Children of the Forest during the war between the two races, which took place thousands of years before the construction of the Wall. After their war ended, they fought together against a White Walker invasion from the north during the Long Night — a winter that lasted for years. It was only after this conflict ended and the White Walkers were driven back to the distant north that the Wall was finally constructed.
As the 13th Lord Commander of the Night's Watch, the Night's King lived thousands of years later than the First Man who would become known as the Night King on Game of Thrones. It's well known that the showrunners have streamlined many plot points and characters from the books in order to translate the story coherently from the page to the screen. Is this one of those instances? Or is their Night King an original creation? The show's Night King couldn't have been a member of the Night's Watch, as it didn't exist yet when the Children of the Forest worked their dragonglass-powered mojo on him.
Most likely, this TV character meant to represent the same person from the books, with some necessary changes. We may not know until Martin finishes his books how deeply they are connected. If they are the same person (more or less), here's another question: Will the ice woman who seduced the Night's King in the novels ever appear on the show? It's pretty late in the game to introduce such an important character now, but this is Game of Thrones.
Anything could happen.