Everyone in Westeros has a motive. Littlefinger was a puppet master; Varys is the purest type of survivor; Cersei will do absolutely anything necessary to keep her seat on the Iron Throne. The White Walkers are no different. While Game of Thrones has focused on the journeys of protagonists like Daenerys and Jon, the Night King and his army of the dead have (finally) begun to play a much bigger role in human events. So far, however, the goal of the White Walkers is not exactly clear.
We have only had glimpses into how the Others operate. They appear to be free-thinking beings with some semblance of culture, and they follow incentive rather than mere instinct. After all, they have embarked on a huge campaign against the wildlings and the Night’s Watch, all while marching against the Wall in increasingly huge numbers. They are much more than mindless killers, so there is still the great mystery of the White Walkers' endgame and their motivations.
So if you have ever asked yourself, "What do the White Walkers want?" or questioned their motivations, read these fascinating fan theories to get an idea of what these "evil" creatures really have planned.
The Night King was created by the Children of the Forest as a weapon of mass destruction to help them in their fight against the First Men. It may be, then, that the White Walkers are just carrying out the very task they were designed to do: kill all humans.
Unfortunately, they have not been as easy to control as the Children of the Forest envisioned. How did the two groups become enemies? At some point, the White Walkers may have turned against their creators. Alternatively, the Children may have felt threatened by their power and joined with the First Men to destroy them. The creators of the show have already explained they believe the Night King is not evil, but just a force of nature like Death, doing exactly what he was created to do.
Most people assume the Last Hero who ended the first conflict with the White Walkers was a great warrior, able to defeat them in battle. However, this theory by Reddit user c_forrester_thorne suggests the ancient leader was actually a seasoned diplomat. The Last Hero negotiated a peace with an enemy that had almost destroyed the civilizations of the First Men and the Children of the Forest. In this sense, the War for the Dawn might have ended through a series of negotiations. Compare this to the manner by which the First Men and the Children of the Forest were able to come to an agreement to peacefully co-exist.
The Children agreed to stop producing fire magic and promised to stay south of the Wall. In exchange, the White Walkers agreed to stay in the extreme north of Westeros. However, circumstances have changed, leading White Walkers to believe the pact has been broken. For starters, Dany Targaryen brought living dragons back into existence. Meanwhile, the Lord of Light has gained followers all around the world. Human Wildlings and the Night’s Watch have spread to the far north beyond the Wall. In this light, the White Walkers' attacks seem like efforts to remind humanity of their obligations and attempts to secure their home from invaders.
According to legend, Azor Ahai was a hero who managed to defeat the White Walkers in an ancient battle. Now, he is prophesied to finish the battle, resurrected as The Prince That Was Promised. However, this version of the prophecy has a decidedly human perspective. Westeros.org forum user Falrinn believes the White Walkers may have a very different opinion of Azor Ahai, and could even see him as some sort of demon or harbinger of doom.
With that in mind, it follows that the Night King may want to try to stop this "hero" from being reborn or amassing more power. To the White Walkers, stopping The Prince That Was Promised is essential to their very survival. They may be willing to go to extremes to do just that.
Reddit user the-original-slimjim suggests the ultimate aim of the White Walkers and the Night King may be to stop Daenerys Targaryen. There are two main pieces of evidence for this. The first is that the White Walkers only seemed to start amassing their strength and marching south when Dany’s dragons hatched. As they grow larger and her army increases, the strength of the Night King has increased to match her own. At this point, he even has his own dragon—and she has one less.
Secondly, it seems like the White Walkers are set up to be the oppositional ice to the Targaryen fire. Their very existence may be intrinsically linked to the magic of dragons, and so they want to prevent them from returning to Westeros.