HBO released this on a DVD which looks to show him being carried on a litter He kept trying to go back and fix things. Tried to go back to when the NK was created but couldn't convince the CotF and wound up staying too long. Bran was able to see the NK being created by the children. When he comes out of the "vision" he says to Leaf it was you, she replies we needed to defend ourselves from you.....from men.
Good news. Skynet to the rescue. http://www.avclub.com/if-george-r-r-martin-wont-write-winds-of-winter-this-1798538382 Spoiler it's horrible but Jaimie does kill Cersei apparently so there's that
That was the Night's King. No bullshitting. Two different people really close names and it's confusing. "According to legend, the Night's King was originally a Lord Commander of the Night's Watch who found in the Haunted Forest a cold woman with bright blue eyes, seemingly a female White Walker. He took her to the other side of the Wall and declared himself the "Night's King". For thirteen years the two ruled over the brothers of the Night's Watch, performing human sacrifices. The Free Folk rallied under the banner of a King-Beyond-the-Wall and marched against the Nightfort, which the Night's King had taken as his seat, defeating him with the aid of House Stark" http://gameofthrones.wikia.com/wiki/Night's_King
Yeah that's what I remembered. Don't think there's been a "Night King" mentioned in the books. I think that's been purely a show character.
Sansa is still in the vale and Tyrion hasn't met daenarys yet in the books Gotta think there will be a lot about it in the next 48300 pages that GRRM has yet to publish