When the white walkers first appeared in the "Game of Thrones," they were presented as vicious creatures basing on their zombie-like appearance. In the current spreading news about the show, it has been reportedly said that the white walkers are the most descent creature who can bring balance to Westeros.
According to Chicago Tribune, the white walkers were created by the extraordinary beings called the Children of the Forest to protect themselves from the First Men who tried to exterminate them and ruined the balance of their world. The first of the vicious looking creature was one of the First Men who was stabbed by one of the Children of the Forest with the use of a magical dagger into his chest that turned him into a white walker.
White walkers are said to favor life. Remembering the second and third season of the series where Craster, a member of the Free Folk, are giving away his sons to the white walkers by leaving them in the forest. The white walkers whom he thought would take the child and eat it or make use of them as some sort of a sacrifice is totally wrong.
The white walkers who took the babies brought them to their ice castle and turned them into one of them. They understand life more than those men who are ruling the different houses of Westeros where they killed every boy who is considered a threat of their throne. Of all the cruelty shown by each aspiring King or Queen of the Seven Kingdoms, no one has a clean reputation.
In other related report, a theory coming from Romper tells that Bran who was almost caught by the white walkers is likely going to seek refuge in his home in Winterfell since that's the only place he can safely go. But since he is far from north, he might head to The Wall and stay in castle black for a short while. This theory also makes sense because Sansa and Jon are planning to take back Winterfell. If this is the case, the white walkers who are chasing Bran will likely end up in Winterfell too.
Below is a clip when Bran was marked by the white walker.