Bran's in bed when Robb comes to see him. He's a little whiny about Robb leaving in the middle of the night like this. Robb explains that he has to sneak out at night because Lannisters spies only work during the day or something. I guess you don't become the richest family in the Seven Kingdoms by paying your spies overtime. Bran wants to at least go with him, but Robb says there must always be a Stark at Winterfell. Even if that Stark is eight years old (or whatever; he's a kid, is my point) and can't walk. Robb tells him stay within the castle walls, listen to Maester Luwin, and to look after Rickon. And don't be scared. Okay, bye! Robb leaves. As soon as he's gone, Rickon comes in and says that everyone's gone away. Bran says they'll come back, but Rickon, in tones taken directly from Carrie Henn's performance as "Newt" in Aliens, says, "No, they won't." I bet he's right, too.
Bran is out at the Godswood, praying. Wait, is the Godswood technically inside the walls of the castle? Or has he already broken the rules? Sheesh. This whole family is crazy. Anyway, he would like the Godswood to watch over Robb and the other men from Winterfell. Crazy Lady comes up, and we see that her ankles are manacled together. Bran's startled to see there, but she explains that the old gods are her gods, too. And even slaves are allowed to pray. Bran says she's not a slave. The chains are just there because her friend held a knife to Bran's throat, you see. Anyway, she says the old gods are answering him in the form of the wind in the leaves. I'm not sure how helpful that is. She also says that the men are going in the wrong direction, because the real trouble is north, not south. The old gods don't have any power in the south, because there aren't enough trees. And then Hodor shows up, all naked and flappin' in the breeze. Hi, Hodor! Crazy Lady is delighted to see him and thinks he's got some giant blood in him. Bran tells Hodor to go put some clothes on. Yeah, Hodor. Hodor says, "Hodor." She tells Bran, "The cold winds are rising." Bran, somehow, does not tell her that winter is coming. I mean, if there's one thing the Starks should be good at talking about, it's the imminent presence of cold weather.
Up at The Wall, they're diligently burning the bodies. What a good idea! Sam says they were touched by White Walkers, which explains things a little. Although I was under the impression that they were White Walkers. I mean, we saw Othor walking a little, and he was awfully pale. So it seemed like he fit the description. Sam also knows that fire is the only thing that will stop the walking corpses. He learned this from a very old book in Maester Aemon's library, and everyone is suddenly very interested in what else might have been in this book. This seems like the sort of thing they could covered during Basic Wall Training. Anyway, here we go: the White Walkers sleep beneath the ice for thousands of years, and when they wake up... "I hope the Wall's high enough," says Sam.