One of the most popular theories to be discussed on the web is what happened to Benjen Stark after he disappeared while on a ranging north of the wall only three episodes into the TV series. While his horse made its way back to Castle Black and his companions were found dead, there was no sign of Benjen. There are three obvious possibilities hes dead (but his body wasnt found), hes alive (which begs the question as to why he didnt return to the wall as he was only a mile from it), or hes become a wight. For a while there was e a theory that somehow, Daario Naharis was actually Benjen in disguise, but this was debunked by the television show as they were certainly not played by the same actor. The other major theory is that he is actually a character called Coldhands who is yet to appear on TV he is a wight that was formerly a member of the Nights Watch and rides a giant Elk. In the books he saves Samwell Tarly and Gilly after fleeing Crasters Keep and later guides Bran and his company. But the Coldhands theory is probably disproved as he was referred to as being killed a long time ago by a character over two hundred years old which wouldnt have been said if it actually was Benjen, as he would have only have been killed a matter of years prior. But with Bran, Hodor and co still heading north, if Benjen is still about it seems inevitable that they might come across him no matter who or what he now is.