HOLY SHIT, GUYS, THIS IS A BLESSED DAY. BENJEN MOTHERFUCKING STARK IS BAAAAACK.
He swooped in and saved Bran and Meera from the wights and we got our SECOND STARK REUNION this season.
AND WE HAVE CONFIRMATION THAT HE IS COLDHANDS.
They were right – and we finally found out exactly what happened to him.
Way back in Season 1 he was attacked by White Walkers, and unlike his travelling companions who then showed up at Castle Black as wights, Benjen was saved by the Children of the Forest with the same magic they used to create the White Walkers. But while the Others are completely inhuman, Benjen seems to have retained some of his humanity – even if he is not entirely alive anymore.
Although he's not specifically called "Coldhands" in the show, D.B. Weiss refers to Benjen by that name in this week's "Inside the Episode" segment.
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He confirms that Benjen has been working with the Three-Eyed Raven since his disappearance, and his insight will mean he can help Bran take up that mantle moving forward.