Night King

The Night's King 'is a figure in the Game of Thrones'' mythos and potentially the true main antagonist of the series as a whole. He was the thirteenth commander of the Night's watch, who sided with the Others, and is the apparent mastermind behind their coming invasion. He is the secondary antagonist of Season 5.'''

The religion of R'hllor claims that he and the Walkers are servants of an evil god of ice, archenemy of the Lord of Light, known as the Great Other. Red Priests claim that only Azor Ahai reborn can stop them and the Long Night that Never Ends.

Role in the story
In the ancient history of Westeros, the thirteenth Lord Commander of the Night's Watch came upon a female White Walker who seduced him. He took her back to the Wall and declared himself the Night's King, and her his queen. They ruled over the Wall, commiting atrocities and child sacrifices. It was through an alliance between the King of the North and the wildlings, that the Night's King was defeated.

At the time of the series, the Night's King was believed to be long dead or a myth, along with the Others. When word got to the Watch that they are not only real but mounting an invasion of the Seven Kingdoms with an army of the dead, Jon Snow became inspired to join the Night's Watch. The threat of the White Walkers had a toll on the wildlings, as the ones who follow Mance Rayder would plan on fleeing to Westeros for safety, putting them in conflict with the Night's Watch. An evil wildling named Craster, would sacrifice all his new born sons to the White Walkers, believing it would spare him.

Game of Thrones
The episode Oathkeeer, reveals the fate of the infants, as well as introduce the Night's King. A white walker takes Craster's last son to what appears to an altar where the Night's King himself greets the infant, and with a poke to his cheek, turns him into another White Walker.

In the episode Hardhome, in which Jon Snow, now Lord Commander himself, goes to the titular village on a mission with Tormund, to make peace with the remaining wildlings from the army of Mance Rayder fled during the attack of King Stannis Baratheon (all the other wildlings and giants are around beyond the Wall like groups, Craster's wives, and a group at the river Milkwater ) and get them to the Wall. While they are evacuating the village, an army of wight's attack, and a massacre ensues. The Night's King and other White Walkers oversee the attack. During the fight, Jon Snow kills as White Walker, which the Night's King witnesses. After the fighting, Jon and his men flee with the last of the evacuates, and the Night's King walks down the dock. Jon and the Night's King make eye contact, and the king has him watch as he resurrects the dead of the battle into new wights.

In the book version the massacre at Hardhome happens "off-screen" as Jon Snow, being the POV character of this storyline, stays at Castle Black

Trivia

 * The Night's Kings first appearance on the show was controversial to the fans of A Song of Ice and Fire novels, of which Game of thrones is based off of, because there was no implication of his presence in the books, and potentially spoiled future novels by revealing that he was behind the Others.
 * There is speculation that the Night's King may be connected to the Starks or the Boltons.