Lord Fauntleroy

No he's right, Mance was raised by the black brothers. But they're all Westerosi, and we know Mance travelled through at least the north since he was at Winterfell when Robert visited in GoT. He would know about as much as any normal person in Westeros about their head-spiking traditions, and since he's been in wildling land for most of the last few years he might not be too knowledgeable of Ramsay's reviving of the old Bolton tradition.