Game of Thrones fans were treated to a huge piece of lore in the Season 6 episode "The Door." We learned, while Bran was warging, that The Children had a hand in The Night's King's origin. So why did The Children make The Night's King on Game of Thrones?
We might be on the cusp of a divergence in the television series and the books here. In the episode, Bran wargs into the past and observes Leaf, one of the Children of the Forest protecting him in the cave, shove what is presumably a piece of dragonglass into the heart of a man whose eyes subsequently turn ice blue. The understanding is that Leaf, using the considerable magical prowess of the Children of the Forest, just created The Night's King.
"It was you!" Bran accuses when he snaps back. "You made the White Walkers."
"We were at war," Leaf retorts. "We were being slaughtered. Our sacred trees cut down. We needed to defend ourselves."
"From who?" Bran — dear, sweet, innocent child — asks.
"From you," she replies. "From men."
Here's where the stories diverge in a bit. In the books, the Children of the Forest teamed up with men against the White Walkers, who were also destroying them. The Night's King was a former Lord Commander of the Night's Watch, who fell in love with a woman beyond the wall “with skin as white as the moon and eyes like blue stars.” She calls herself The Night's Queen and he declares himself her king, basically creating some questionable demon spawn babies, and sacrificing to White Walkers along the way.
So while Bran understands that Leaf created the White Walkers in the show, The Night's King was already sacrificing to existing White Walkers in the books. This might be yet another obnoxiously dangling plot thread DB Weiss and David Benioff have invented for themselves, which will invariably arouse the ire of die-hard A Song of Ice and Fire purists. But it might serve simplify the lore of the television series. Children of the Forest — basically the indigenous people of Westeros — needed to preserve their species from men who were invading and from White Walkers. Perhaps they created White Walkers in the hopes that the two races would destroy each other, finally leaving the Children of the Forest in peace.
Regardless of why they did it, the fact remains that Leaf confessed that the Children of the Forest created the Night's King, and now Bran has seen it, too. And with any luck, we'll find out more and more about the man who became the Night's King.