1) That king of night watch, that was doomed to "Do his watch for ever" , even though it's a little different of what ghosts should look, also Bran told the tale of this king just before meeting with cold hands... could be coincidence could be that George Martin put the reference before just so that we were lost thinking in him and not seeing his true self.
2) Benjamin Stark... he is gone, and he knows secrets of the wall and night's watch, and wants to protect Bran... this would also explain how he survived in the last winter being left alone across the wall.. if he already knew the Three-eyed-crow he should be safe in his cave.
3) One of craster's sons made into a Walker (he uses the dead horses like a walker, and is cold and dead) that turned sides . The problem in being Ben is that Coldhands stated that he is a long time gone (dead) and Ben is only lost for a short amount of time
Edited by Menos Grande, 29 April 2012 - 09:19 PM.