The Others, White Walkers, Winter.
Many names are they called and reasons are portrayed by fanfic authors as to what they are. Until GRRM gets to publish all about them finally that is!
Most have them as the ASOIAF version of the Frozen Throne undead. The Lich King and his army of the dammned.
Game of Thrones made them morally horrific as being the weapons of the Children of the Forest.
Another fanfic had them as the children of The Stranger. Who wants to end all life because he was cast out by the other Six.
A few days ago, Baurus' Purple Days gave them a Lovecraftian aspect. A phenomenon always repeating for countless eons wiping all life, and one of those ancient races have concieved a weapon so bizzare, you just have to read the fic to get it.
Now
@DragonParadox, for your concept of The Others, I just have to say this...
When you mentioned Ice Fey, I thought, ok. Conceptual battle needed and not just survival. Tough but should be fun.
Now with your concept of existence removing void...
You've made The Others more horrifying 
Poor Dareon. We should have never brought him with us.
Edit: Holy shit! DP is so brutal, he even removed him from the companions list!