Rickon Stark
The youngest wolf, a wild little boy barely out of the nursery, with a black direwolf named Shaggydog.
A soul of House Stark, born at Winterfell.
The fuller tale
Season One
The youngest Stark, still small enough to be underfoot and mostly kept there, trailing a black direwolf pup too wild for anyone else to handle. Winterfell empties out around him one Stark at a time — his father south to the King's justice, his sisters after him, his older brothers to their own occupations — and Rickon is left in the nursery end of the castle, too young yet to be given a task or an explanation.
Season Two
Theon Greyjoy's men come for Winterfell and Rickon is hidden in the crypts among the stone lords with his brother, too young to be calm about it and too angry to be quiet. Osha keeps a hand on him more than anyone else can manage; when the castle burns he watches it from the trees with the rest of the household that got out in time, and leaves the only home he has known walking north with his brother, a stableboy, a wildling woman, and two direwolves for company.
Season Six
Years off the map end with Rickon delivered to Winterfell in chains, a gift from the Umbers to Ramsay Bolton along with what is left of Shaggydog. He spends his final scenes first as a hostage, then as bait, released into an open field during the battle for Winterfell with nothing but a head start and an order to run for his brother's line. He runs straight, the way a panicking boy would, and Ramsay puts an arrow in him a few strides short of Jon's outstretched arms — close enough that Jon has to watch it happen.
How it ends for them
On the screen. Killed before the Battle of the Bastards (S6·E9)
Ramsay's 'game' let the youngest Stark run across the field before Winterfell while arrows fell around him. Jon rode for him; the last arrow was faster. The trap it baited nearly killed the North's whole cause.
Ramsay Bolton produced Rickon before the Battle of the Bastards for one purpose: bait. On the field before Winterfell he cut the boy loose and told him to run to his brother — then took his bow and loosed arrow after arrow, unhurried, while Jon galloped to close the distance. The last arrow arrived first, taking Rickon through the heart a stride from rescue, and the trap closed exactly as designed: Jon's discipline shattered, and the northern line charged early into the slaughter Ramsay had prepared. He died a hostage's death — used, not fought — and in the books, where he was never taken, no such death exists: Rickon Stark remains alive on Skagos in the published telling.
Their chapters, book by book
A Game of Thrones 1 chapter that name them
A Clash of Kings 2 chapters that name them
A Dance with Dragons 1 chapter that name them
Where the page and the screen part
The two tellings send him to different hiding places and different fates. The show's Umbers sell him to Ramsay Bolton, Shaggydog's head delivered as proof, and his story ends before Winterfell's walls; the books' Rickon is alive on Skagos as far as anyone knows, with Osha, with his wolf, and with a rescue mission (Davos, dispatched by Wyman Manderly, whose price for supporting a Stark restoration is precisely this boy) already sailing at the close of the published volumes. Book readers may yet get the Rickon storyline the show spent as arrow-fodder — a wild Stark heir raised half-feral among cannibals is not a card the books deal idly.
Their journey
Where the two tellings send them to the same place the road runs whole; where they part, the screen keeps the left and the books the right.