As many fans predicted, Benjen Stark finally made his return on Game of Thrones Season 6, Episode 6. Coming to the aid of Bran and Meera, Benjen saved them from the wights and carried them away on a horse. Meera was skeptical of Benjen, as she should be, since they couldn't even see his face, but once Benjen uncovered his face Bran immediately recognized him as dear old Uncle Benjen. But, something was different about Benjen, which led some people to ask if Benjen is a White Walker on Game of Thrones now.
Bran recalled that the last letter Jon sent said Benjen was lost beyond the wall. Benjen explained that he, and a group of rangers, set out to find White Walkers, but the White Walkers found them instead. Benjen was stabbed with a White Walker's sword, left to die and turn. Thankfully, the Children of the Forest stopped the process by stabbing him with dragonglass in the heart, the same way they created the White Walkers in the first place.
But what does that make Benjen? He's obviously alive and he doesn't look like a White Walker, although he has looked better, but is a stab of dragonglass to the heart all it takes to stop someone from turning into a White Walker? It seems strange that the cure to stopping someone from becoming a White Walker is exactly what made White Walkers in the first place. This is especially strange because when dragonglass is used against White Walkers, it typically just kills them. Was it just because Benjen hadn't completely turned that the dragonglass somehow just saved him instead?
Whatever the dragonglass did, it's clear Benjen is not the Night's Watch ranger he used to be. So what is Benjen? Is he just human again now or is he something else entirely? Although in the show he wasn't referred to as Coldhands, a character in the books that fans had assumed would be Benjen, in the behind the scenes for the latest Game of Thrones episode, showrunners D. B. Weiss and David Benioff confirmed Benjen is in fact Coldhands.
In the books, Coldhands was a mysterious character dressed in the clothes of the Night's Watch, with black hands that were as cold as ice. He didn't breathe and rode a great elk, with a flock of ravens at his disposal. In the books Bran discovered that Coldhands is actually dead, so it's possible Benjen on the show is, too. Maybe the dragonglass stopped him from turning but he still died. It would explain why he never returned to the Night's Watch. In the books, Coldhands couldn't pass the Wall because of it's magic, and that may be the same problem for Benjen on the show.
It's hard to tell how much of the Coldhands character in the books will be passed onto Benjen but it seems very likely that Benjen isn't a regular human anymore. Whatever he is, as long as he doesn't suddenly turn against Bran and Meera, everything should be fine.