In terms of George R.R. Martin's book series, the Night's King is mentioned in A Storm of Swords, the third book. He's never involved in stories in the present day, which means the show has gone completely off-book introducing him into Jon's world. Here's what we do know about him: the Night's King was once a human, the Lord Commander of the Night's Watch, in fact, during the Age of Heroes, which takes place roughly 8,000 years before the events of Game of Thrones. He falls in love with a woman "with skin as white as the moon and eyes like blue stars." She isn't just pale — her skin is also as "cold as ice." She's a White Walker, and he weds her nonetheless. He and his queen rule the Nightfort for 13 years before they are overthrown by the King in the North and Joramun, the King-Beyond-the-Wall. Much to the horror of his people, it's discovered that he has been making sacrifices to the White Walkers. The Night's King's name is forbidden, and he disappears along with his queen . . . until now. As legend has it, the Night's King is a Stark, and the King of the North who overthrows him is Brandon the Breaker, also a Stark.
