Total spoilers for the published A Song of Ice and Fire books and the remainder of this season of Game of Thrones.
Coldhands is a character who has captured the imaginations of readers of George RR Martin's A Song of Ice and Fire novels. A mysterious figure who appears to be a wight riding a great elk, but whose eyes are black unlike the blue eyes of the White Walkers, and whose Night's Watch garb marks him as unique, Coldhands first appears in A Storm of Swords, rescuing Sam and Gilly from wights (this scene, sans Coldhands, happened last season). He later meets up with Bran and company and escorts them north to the weirwood tree where they meet the Children of the Forest and the Three-Eyed Crow. Along the way we learn that Summer doesn't like Coldhands because he smells dead, and we see that he cannot enter the cave of the Three-Eyed Crow because of some sort of magic.
The character has been the source of much speculation, with some wondering if he is the Night's King - something now made unlikely by the reveal on HBOGo that the crowned White Walker seen last week is the Night's King - or perhaps Benjen Stark, the missing Stark uncle who hasn't been seen since the very beginning of the show, who disappeared north of The Wall. He surely has to have some importance, right? After all, why introduce a good guy wight into the story if he's not going to play a major role or be related to a major character?
But his absence from this season of Game of Thrones indicates that maybe Coldhands isn't so important after all. This season adapts the end of A Storm of Swords but also, at least in the case of Bran's story, pulls in elements from A Dance With Dragons, the fourth book. The season finale is called The Children, and Leaf, one of the Children of the Forest, and Brynden, the skeletal man who is the Three-Eyed Crow, have been cast. And yet Coldhands has not shown up. I thought for sure that he would appear this week to save Bran and company, but it never happened. Now it's looking quite likely that he won't appear at all this season, which means none of his scenes from the book will make it into the show.
That raises the question - if Coldhands is so easily cut from the show does that mean he's simply unimportant in the books? I'm trying to imagine a scenario where cutting out the good guy wight makes sense from a dramatic point of view - maybe it's too expensive to create Coldhands, who would need to be at least partially CG? Otherwise even if the character doesn't go anyplace in the books he's a neat addition that would have fans talking (just as book fans are talking). Hell, he'd probably make a great toy/statue/t-shirt. And yet I can't find any casting information about the character, while the fact that Brynden, the Three-Eyed Crow, has been cast has already been announced.
We're entering weird territory with the show, which is beginning to pull in elements from outside the canonical books, and may actually be spoiling some future book developments. If Coldhands never appears on the TV show we've had at least a couple of the lingering questions about him answered, including whether he's Benjen Stark. It's kind of an anti-climactic way to have this development spoiled for us.