There’s a fantastic companion book written by George RR Martin, Elio Garcia, and Linda Antonsson called The World Of Ice And Fire. It deals with all the history and facts that are too complex to be seen in the show or read about in the books. It also has an interesting side-note printed at the bottom of one of its pages; a fact that couldn’t have been included for no good reason.
After detailing the Children Of The Forest and the First Men, The World Of Ice And Fire dedicates a small segment to a potential third race of people that could have inhabited Westeros early on in pre-history. Though George RR Martin admits in his writing that “no evidence for this (exists), only speculation,” it’s still an intriguing fact that the show wouldn’t touch. Especially when considering the potential origin of this third race.
According to an old ironborn legend, when the First Men arrived on the Iron Islands they found the famous Seastone Chair on Old Wyk. The only problem with the black stone throne carved into the shape of a kraken was that the islands were completely uninhabited.
What this points to, according to Maester Kirth in his compilation of Iron Island Legends – Songs the Drowned Men Sing – is early inhabitants on the island even before the First Men. Where did these early throne-building inhabitants come from? The speculation on behalf of the ironborn all points to visitors from across the Sunset Sea – a place that hasn’t even been explored by any known Westerosi.