These are my theories:
1. He's Benjen Stark. I think this is the most likely theory -- his corpse never turned up, and GRRM never leaves an open mystery for no reason. That, and his face is covered with a scarf. Bran wouldn't recognize him; I'd imagine death would have altered his voice a little, too.
2. He's one of Craster's sons. We never see any baby wights crawling around; I think they become full-fledged Others.
3. He's the Night King's son.
I bet for 1 and 2. I think we're all hoping it's Benjen because it's a character that we all seem to like a lot, but knowing the twists that these book take... God knows. The Craster's son theory is very interesting and more factible that Benjen's, who could've just died like the rest.