To understand most of the conflicts on Game of Thrones, you need a handle on geopolitics, alliances, and family trees. Not so with the White Walkers, that ancient race of ice creatures that threatens utter annihilation (and zombiedom) to the humans of Westeros. The White Walkers were forged from mystical forces found in the land. As the increasingly rational Westerosi veered away from magic, the White Walkers became a fixture of mythology, and not a real threat. Though they were relegated to being an old wives' tale (the nurse tells the Stark children about the White Walkers in season 1), Walkers were always a real threat.
To understand — and defeat — White Walkers, the armies of Westeros will have to accept another body of mystical knowledge. Here's the history of the White Walkers, and what damage we predict they'll cause in the season to come.