What is the origin of the White Walkers in Game of Thrones? I have compiled some information about the White Walkers in the TV series and the novel. Hope it will be helpful to you.
Night King

First of all, the leader of the White Walkers, the Night King. In GOT, Night King has two different legends.
One is the Night King from the TV series. We know that the Children of the Forest, in order to fight against the first men, pierced the chest of a first man with dragonglass, transforming him into the first of the White Walkers. Therefore, many audiences speculate that this first White Walker was the Night King in the 8th season.
The other one is the Night's King in the book. In the book, Bran, who broke his legs, recalled the story that nanny told him: in this story, the Night's King, also known as Bran the Builder, was the same name as his. He was the 13th Commander of the Night's Watch, but fell in love with a woman with skin as white as the moon and eyes like blue stars. He shouldn't love her.
After Bran Stark brought her back to the Nightfort, he made himself the King and sealed the woman as the Night's Queen, began a 13-year reign with magic until the Starks of Winterfell and the wilding King Joramun joined forces to defeat him. After his death, people found out that he had offered sacrifices to the White Walkers, so all records of "the Night's King" were destroyed and his name became taboo.

In these two versions of the story, the Night King and the Night's King were clearly two different people. From my point of view, the story of the Night King in the TV series is far less convincing than the Night's King in the book.
I have seen many comments that the TV series, the three-eyed raven Bran is the Night King, and speculate that the person who was initially captured by the Children of the Forest and transformed into White Walker is the same three-eyed raven Bran who crossed back. That person is now the Night King. He, in order to prevent the three-eyed raven Bran, went back in the past. He must kill Bran first, so that the then Children of the Forest cannot capture him.
This idea is not entirely unfounded. I think if the logic of Hodor works out, then this bran's works, too. However, the TV series did not explain these. The Night King's story ended hastily, and this speculation became a mystery forever.
White Walkers

The White Walkers are also mentioned in the TV series and the book. The old nanny in the book also dictated the appearance of the White Walkers as very scary, basically the same as the TV series. Except for the first White Walker mentioned above, which was transformed by the Children of the Forest using the First Men, all the other White Walkers are believed to had been transformed from human babies.
For example, in TV, Craster sacrificed all of his newborn sons to the White Walkers. These babies were transformed into White Walkers by the Night King through a bizarre sacrificial ritual. The White Walkers had powerful magic. Human swords could not harm them. Only dragonflame, dragonglass and Valyrian steel could kill the White Walkers.
Wights

In the show, there is also a group of very scary creatures, the Wights. They are dead bodies without consciousness, resurrected by the Night King or the White Walkers. They are walking corpses, slow, afraid of water, and could be burned by ordinary fire. But what's scary about them is the sheer numbers. All dead creatures, including dragons, could be revived as Wights. At the same time, if the White Walker who was controlling them got killed, then all the Wights under this White Walker would fall down.
I'm actually looking forward to the finale of Martin's novel, because I want to see if Bran and Night's King are the same person in the book :)
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