This is just a theory that I have personally sold myself on for no reason. I tweeted it, here is the sequence:
Jon is Cold Hands and I'm sticking to this theory forever I'm sorry get out of here goodbye. When a Dream of Spring comes out in 2039 I'll be yelling at everyone "i told you so"
The only other important character it could be is Benjen Stark and it was confirmed not to be Benjen Stark
What we know about him:
Coldhands was a Black Brother
CH has the pale skin of the Oth
Coldhands could be a Stark, a Brandon Stark from long ago, as some think he introduces himself here:
Probably this Brandon Stark, who probably needs to hide his neck with a scarf now:
Bran is never called "Brandon" in the narrative text.