This certainly seems to be a White Walker approaching in a dark wood.
Some argue that this is actually Coldhands, but the silhouette looks utterly inhuman. The only way it works is if they decide that Coldhands is now a rebel White Walker, and that would just be rather corny. Instead, our expectation that this leads up to the “Sam the Slayer” moment… or possibly it’s when Coldhands actually shows up.
Season 3, S3, Game of Thrones