Benjen Stark
Ned's younger brother, First Ranger of the Night's Watch, who gave up Winterfell for the black cloak and the lands beyond the Wall.
The fuller tale
Benjen is the Stark who gave Winterfell away on purpose. The youngest of Lord Rickard's four children — a boy during the rebellion that consumed his father, eldest brother and sister — he watched Ned come home to a lordship that should never have been his, and chose the third path the North keeps for spare sons: the Night's Watch. By the time the tale opens he is its First Ranger, the finest the Watch has, easy in his black where his brother's household is stiff with ceremony, and the one adult at Robert's feast in Winterfell who talks to Jon Snow like a man rather than an embarrassment.
It is Benjen, half against his own judgment, who carries Jon to the Wall — warning him honestly that the Watch is no place for a boy's romance, and delivering him anyway when the boy insists. The scenes are few and they matter enormously: uncle and nephew on the kingsroad north is the tale's last picture of Jon being somebody's family before the long experiment in being no one's. Then the wildling villages turn up empty, six rangers go missing, and the First Ranger rides out beyond the Wall to find out why — and does not come back. Two of his party return as corpses that stand up in the night with blue eyes, and 'where is Benjen Stark' becomes one of the story's longest-held questions.
The show eventually answers it from the strangest angle: found by the children of the forest with a White Walker's spear of ice in him, half-turned and half-saved, dragonglass at his heart, Benjen spends his long twilight as the dead lands' one friendly rider — hauling Bran and Meera out of the wight-swarm south of the cave, unable to pass the Wall himself because the magic in it bars what he has become. He is the family's ghost who keeps arriving exactly on time, a Stark still keeping his watch decades after his watch, by every rule, ended.
The page and the screen
In the books Benjen is simply gone — last seen riding from Castle Black in the first volume, sought by the great ranging, never found. The mysterious Coldhands, the dead-but-kindly ranger on an elk who escorts Sam and later Bran's party, was so obviously Benjen-shaped that readers assumed the identification for years, until the author's handwritten 'No' on a manuscript margin settled it. The show, with a pragmatism it often showed toward the books' sprawl, merged the two anyway: its Benjen is Coldhands, origin story and all. Readers therefore still hold an open file the show closed — the First Ranger's true fate is one of the published saga's genuinely unanswered questions.
In the show, season by season
Season Six. In Blood of My Blood — The First Ranger, back from the dead — mostly.
Season Seven. In Beyond the Wall — One horse, one nephew, no room for both.
Where they stand, season by season
Their fate — if death has found them, it is written here. Open at your peril.
The show: Lost beyond the Wall (S7·E6)
First Ranger, half-saved by the children's magic after a Walker's touch, he spent his long twilight harrying the dead. He gave Jon his horse at the frozen lake and turned to face the swarm with a burning flail — a Stark's last watch, ended.
The show gives Benjen the death — or the ending, for a man already half past death — that the books have never written. When the wight hunt beyond the Wall collapses and Jon, unhorsed, is about to be overrun at the frozen lake, Benjen comes out of the storm swinging a flaming flail, throws his nephew onto his own horse, and slaps it south. There is no second horse and no discussion; he turns to face the swarm so the ride has time to matter, and the dead close over him. Saving a Stark boy at the cost of everything left of himself — as endings go, it is the family business. In the books, no such scene exists: Benjen Stark is missing beyond the Wall, presumed by many but confirmed by no one, and readers still wait for the ranging to come home.