That crazy lady is apparently going to be an ongoing character, because she's carrying straw into Winterfell. Theon Greyjoy comes in to simultaneously sexually harass her and tell her that where he comes from, she'd be stakes out on the beach to drown slowly. And when she asks where he's from, he's shocked that she's never heard of the Iron Islands. And then he gets snotty about her telling him he's never heard of where she comes from, because she doesn't call him "my Lord." He tells her with pride that his father is Balon Greyjoy, Lord of the Iron Islands, and she points out that apparently Theon isn't a lord, then. She also calls him a Southerner, since everything south of the Wall is about the same to her. He calls her an impudent little wench, and I think he's just cranky because Ros left. Maester Luwin enters to remind Theon that Crazy Lady is a guest. Theon says that he thought she was a prisoner, but Luwin archly points out that Theon, of all people, should be aware that the two can overlap sometimes. Theon, realizing that he's been outflanked, enacts a strategic withdrawal from the conversation. Crazy Lady tells Luwin that she's used to men that could chew Theon up. She's only in Winterfell because she was trying to get as far south as possible before the Long Night started, with its scary things that hunt in the night. Luwin says those things have been gone for thousands of years, but she says they were only sleeping. Is this going to be a situation like Tywin Lannister where they get talked up a lot before they show up on screen? I'll put up with that one or two times, but eventually I'm going to get tired of this nonsense. Bring on the monsters already!
Speaking of the Wall, Sam and Jon Snow are up on top of it, talking about how they'll miss girls. Well, Sam is talking about that. Snow is too busy paying attention to the wasteland between the Wall and that forest to the north. And his vigilance is rewarded when he sees a rider coming toward the Wall! Sam rushes off to a horn, where he takes time to read the instructions. You know the sort of thing, "one long blast for a rider, three short blasts for an incursion of mole people, Flight of the Valkyries for helicopters," and so on. He takes so long that before he gets around to blowing the horn, Jon has noticed that it's really just a horse without a rider. Sam and Snow run to the elevator, which is still being operated by a single guy pushing a stick in a circle. I still think they should get themselves a donkey or something. As they ride down, the horse pounds through the tunnel under the Wall. I'm surprised they keep the outer door open like that. It seems counterproductive. When they get down to ground level, Jon is able to identify the horse: it's Uncle Benjen's.