I'm not sure if anybody already mentioned this, but I kinda came up with this theory that the White Walkers are actually Targaryen's. Like there were a line of Targaryen's who were messing with Black Magic or in this case "Ice" Magic, to gain power and become immortal, I don't have much to go on obviously, but they seem to be the total opposite of the Targaryen's like Satanist and Christians, if that makes any sense.