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Coldhands leads Bran and his companions to the cave of the three-eyed crow, his flock of ravens dwindling during the journey. Coldhands cannot enter the cave, but he fights off wights as Bran and his friends climb to the cave entrance.
He does seem like an outlier from what we've seen in the story thus far in terms of magic, and the closest parallel I see is with Beric (just displacement of fire w/ ice on a basic level). His interactions with Bran & Sam lend me to believe that it's Jon Snow, for a few reasons:
Coldhands’ real name is Brandon Stark. He says so, to Bran, by way of introduction, and Bran (and the reader) misinterprets his introduction by assuming that Coldhands is referring to Bran, and not himself: “Your monster, Brandon Stark”. Bran thinks Coldhands is saying: "I am your monster, [and I know your name]"
Coldhands was definitely wighted by the Others, not by fire magic. The difference in the two types of wight seems to be that ice wights are controlled directly by the Others while their own soul/consciousness is either gone in death or is subsumed under the Others' mind control.
Coldhands seems to be a brother of the Night's Watch: he wears black and calls Samwell Tarly "brother." Therefore the dominant theory is that Coldhands is a dead or missing brother of the Night's Watch. Possibilities include: Benjen Stark, who disappeared beyond the Wall during a ranging; Lord Commander Brynden "Bloodraven" Rivers
There are three main theories. One popular is that he is some random individual, possibly a member of the Night’s Watch who disappeared in a ranging. The fact that he calls Samwell “brother” (III: 536) seems to support the general idea, at least, that Coldhands was a member of the Watch.
The following 8 files are in this category, out of 8 total. Coldhands TheMico.jpg 425 × 601; 35 KB. Coldhands.jpg 800 × 600; 299 KB. GOT99 5772 Coldhands DiegoGisbertLlorens-Final.jpg 1,011 × 843; 280 KB. Igor Kieryluk Coldhands.png 691 × 521; 284 KB. Marc Fishman Coldhands.jpg 960 × 784; 142 KB.
