And if there's one thing we seriously have had no idea about it's what the Night King actually wants.
While we know (or at least, think) he's super evil and wants to get across the wall to turn all the humans into the Army of the Dead, whether he has another reason for heading south has been unclear - until now.
A clever Reddit user, brought to our attention by marie claire US, has come up with a theory which makes a lot of sense. It's a bit confusing, so stay with us.
Basically, they claim that the Night King is heading to God's Eye, which is the massive lake that holds The Isle of Faces.
And The Isle of Faces is where the peace pact between the men of Westeros and the Children of the Forest happened ages ago - ever since then, the Night King has been alive.
The user thinks that the Night King wants to take his undead army there and use the magical properties to give them life - ultimately, restoring peace to Westeros (well, if you forget about the fight for the Iron Throne, anyway.)
"Ultimately I think his end goal is to reach the Isles of Faces and use its magical properties to give life to his undead army. Eastwatch by the Sea is the closest part of the wall to the Gods Eye. Harrenhall is on the northern shore of the Gods Eye. The writers have dropped hints about the Gods Eye for years and have always discussed the Riverlands with great detail," the Redditor explained.