The Night's King
The thirteenth Lord Commander is said to have taken a woman with skin like the moon and eyes like blue stars, given her his seed and his soul, and ruled the Nightfort as a king for thirteen years, until a Stark of Winterfell and a King-beyond-the-Wall threw him down together. His name was struck from every record ÔÇö which is why the story survives only as a story.
The fuller tale
The thirteenth Lord Commander of the Night's Watch has no name. That is the point of the story: whatever he was called was struck out of every record the North could reach, and the erasure is the only part of it that can be verified, because there is indeed a gap where a name should be.
The tale as the North tells it: he saw a woman on the Wall with skin like the moon and eyes like blue stars, and he chased her, and he caught her, and giving her his seed he gave her his soul. He brought her back to the Nightfort, declared himself a king and her his queen, and ruled there thirteen years while the Watch did things no one afterward would write down. It ended when a King-beyond-the-Wall and a Stark of Winterfell ÔÇö enemies, working together, which is the detail that makes the story feel true ÔÇö came at the Nightfort from both sides and pulled it down.
Old Nan told it as a Stark, and the maesters note that a story in which a Stark saves the world from a Watch gone bad is a very convenient story for the Starks. That does not make it false. It makes it a story with an interest.
Why it matters more than it should
Strip out the horror and what is left is an institutional warning: the order that guards the realm can be turned, and the thing it guards against can turn it. That the Watch's own histories preserve a version of this at all is remarkable, and the vow every recruit still speaks ÔÇö the shield that guards the realms of men ÔÇö reads differently once you know that one Lord Commander stopped being a shield and became something else.
Elsewhere in the wiki
 See the world as it stood in 7,900 BC What became of it  if an ending is written, it is here. Spoilers.
The chronicle records no ending here ÔÇö or none the maesters have set down.