OR SO IT SEEMS. Because don't forget, HBO is currently developing a prequel series. It's set about 5,000 years (!!) before the events of Game of Thrones, and is going to chronicle "the world’s descent from the golden Age of Heroes into its darkest hour."
The Age of Heroes, by the way, is the time period in which the Children of the Forest made a pact with humans, and when Bran the Builder, a Stark ancestor, lived. He built both Winterfell and the Wall.
The "darkest hour" is, of course, a reference to the Long Night, when the White Walkers first came.
It seems like we'll definitely get more of the Walkers, and more of their actual backstory. Just look at how HBO is teasing it: "From the horrifying secrets of Westeros’s history to the true origin of the White Walkers, the mysteries of the East to the Starks of legend, only one thing is for sure: It’s not the story we think we know."
So don't put away those tinfoil theories just yet.
By the way, the prequel is being developed by George R. R. Martin himself in collaboration with Jane Goldman, who will be the showrunner. Naomi Watts has been cast in a leading role as a socialite with a "dark secret".
It's early days, so we'll be waiting awhile for those Night King answers – unless Bran decides to release some of the information he's got stored in that Three Eyed Raven brain of his in the next three episodes.